There is at least one documented African slave in Joseon Korea.

The Joseon Dynasty kept a meticulous record of courtly events in a huge behemoth known as The Annals of the Joseon Dynasty. Here's our entry (Imgur link ) for May 26 in the 31st year of the reign of Seonjo (which is roughly early July of 1598 for us). At the time, Korea was being attacked by Japan, and the Chinese were helping Korea. The Chinese brought "strange soldiers" with them:

庚戌/上幸彭遊擊處, 設酌。 上曰: “大人在京乎? 南下乎?” 遊擊曰: “過一月後, 欲爲南下矣。” 且曰: “帶來異面神兵, 使之進見。” 上曰: “何地之人, 而何技能爲耶?” 遊擊曰: “自湖廣極南波浪國人也。 渡三海, 方抵湖廣也, 距朝鮮十五萬餘里也。 其人善鳥銃及諸武藝。”上曰: “小邦僻在海外, 何嘗見此神兵? 今因大人見之, 莫非皇恩。 尤爲感激。 兇賊殲滅, 指日可待矣。” 酒撤, 遂相揖而出。

I'm excerpting a part of this entry and translating it roughly (emphasis on "roughly", and hoping someone who's better with Classical Chinese can verify my translation)

[Peng Xingu, a Chinese general] then said, "I shall show Your Majesty an exotic soldier [the actual Classical Chinese was 神兵] with a different face [異面] that I have brought with me."

His majesty asked, "From where does he come, and what can he do?"

The general replied, "He is from Bolang [波浪國, which refers to Portugal], which is the southernmost part of Huguang [湖廣]. One must cross three seas to reach Huguang, which is 150,000 [li](http://en.wikipedia.org/wiki/Li_(unit) away from Joseon. He shoots a gun [to be more precise, the word used was 鳥銃, which I believe refers to [Tanegashima matchlocks](http://en.wikipedia.org/wiki/Tanegashima_(Japanese_matchlock)] well and knows many martial arts [武藝].

With just this, we wouldn't know if this person was an African or an actual European Portuguese person. Thankfully, in the Annals there's a note about this soldier:

一名海鬼。 黃瞳漆面, 四支手足, 一身皆黑。 鬚髮卷卷短曲, 如黑羊毛, 而頂則禿脫, 一匹黃絹, 盤結如蟠桃狀, 而着之頭上。 能潛於海下, 可伐賊船, 且數日能在水底, 解食水族。 中原人亦罕見也。

His name is Haigui [海鬼]. He has yellow pupils, but his face is black, as are his limbs and his body. His beard and hair is curly and short like black wool. His forehead is bald and a bolt of yellow silk [一匹黃絹] is on his head. He can dive into the sea to attack enemy ships from below, and he knows how to eat marine animals [it seems to me that that's what 水族 means here] while spending days underwater. Even the Chinese seldom see such people.

Source (Korean)

We have another Annals account about the Haigui a few days later:

海鬼三人, 拜於階下, 上使試用劍, 賞銀一兩。

Three Haigui had an audience with the king. His Majesty tested their swordsmanship and gave them a silver coin as a gift.

Source (in Korean)

We also have non-Annals accounts of the Haigui, though I am limited to secondary sources for them. The Nanjung Jabrok, the diary of a Korean guerrilla leader, says that the Ming soldiers numbered 47,000, and that there were four Haigui, fat and black with red eyes and woolly hair, with them.

A poem written by the Korean minister Ryu Seong-ryong says that the Haigui were so named because of their ghost-like appearance (Gui means "ghost" in both Chinese and Korean) and because they could move underwater (Hai means "Sea" in Chinese), that they had black skin, and that some were too big to ride horses and had to be carried around in carriages.

According to an eighteenth-century scholar who wrote an encyclopedia, the Haigui did nothing. And indeed, based on the Annals, the only thing these Africans who had arrived in Korea via Portugal did WRT the war seems to have been this:

倭賊問餘慶以唐兵多少, 餘慶盛稱天兵水陸幷四十萬, 海鬼、㺚子, 亦多數出來云云, 則倭賊皆變色, 卜駄雜物, 盡爲載船。

The Japanese asked how many Chinese soldiers there were, and [a Korean double agent] replied, greatly exaggerating everything, "the navy and infantry of China number 400,000 men in total, including many Haigui and Dalja [㺚子, and not sure what "Dalja" are, TBQH]." The Japanese turned pale and packed all their supplies in their boats.

And here is a painting of four Haigui in a carriage.