How to append notes to a latex table in Hmisc in R?

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An unelegant way is just to add lines of tex code with the note text.

But is there a more native way of making notes in latex function of Hmisc package in R?

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There is a way not in Hmisc but using starpolishr package,

install.packages("devtools")
library(devtools)
install_github("ChandlerLutz/starpolishr");library(starpolishr)

Insert footnotes with caption package

la<-latex(mtcars[1:2,1:5],file="example.tex",caption = "table using caption",
    where="!htbp") 
file0<-readLines("example.tex") 
file0<-star_notes_tex(file0, note = "file using caption*") 
cat(file0, file = paste0(getwd(),"/file0.tex"),sep="\n")

Insert footnotes with threeparttable

Attention, you must use the caption and label argument in Hmisc::latex

mt <- mtcars[1:2,1:5]
mt[1,1]<-paste0(mt[1,1],"\\tnote{*}")
la<-latex(mt,file="example1.tex",label=" ",caption="table using threeparttable",
    where="!htbp") 
file1<-readLines("example1.tex") 
file1<-star_notes_tex(file1, note.type = "threeparttable",
note = "* notes with threeparttable : For this example you must use both label and caption, the
 threepartable code is meant to be used with tables generated by
 stargazer where a row with label is present. Otherwise the threepart table 
 argument is badly positionned.")
cat(file1, file = paste0(getwd(),"/file1.tex"),sep="\n")

footnotes