Is the word aff the same in Brazilian and European Portuguese?

Yes

There are no differences in meaning, spelling, or grammar. "Aff" is an onomatopoeic interjection used in both Brazilian and Continental Portuguese to express annoyance, frustration, impatience, or boredom. The pronunciation is also essentially the same, as it represents the sound of a heavy, frustrated sigh.

Brazilian Portuguese Examples

1. Aff, não acredito que perdi o ônibus de novo! (Ugh, I can't believe I missed the bus again!)
2. Aff, que preguiça de estudar hoje. (Ugh, I really don't feel like studying today.)
3. Aff, para com isso, tá chato. (Ugh, stop that, it's annoying.)
4. Aff, cadê minha chave? Eu acabei de colocar ela aqui. (Ugh, where is my key? I just put it right here.)
5. Aff, ele sempre faz a mesma coisa. (Ugh, he always does the same thing.)

Continental Portuguese Examples

1. Aff, não acredito que perdi o autocarro outra vez! (Ugh, I can't believe I missed the bus again!)
2. Aff, que preguiça de estudar hoje. (Ugh, I really don't feel like studying today.)
3. Aff, para com isso, está uma seca! (Ugh, stop that, it's a bore!)
4. Aff, onde está a minha chave? Acabei de a pôr aqui. (Ugh, where is my key? I just put it here.)
5. Aff, ele faz sempre a mesma coisa. (Ugh, he always does the same thing.)