I am extremely skeptical of this claim, but I figured I should ask experts in case there is any validity.
This is false on its face. Homer talked about Ethiopians in the Odyssey.
First of all three easiest answer is that the Greeks portrayed him as Greeks, the Chinese as Chinese, the northern Africans as African, etc., so of course Caucasians portrayed him as White.
However I once came across something interesting. St Bernard gave some sermons on the Song of Songs. A Black woman is mentioned in the book. Bernard doesn't consider the book at face value, but sees it as an obvious metaphor for the state of her soul. Now granted, Bernard read that whole book as metaphor. Still, it doesn't read like he'd ever seen a Black person. So that's my two cents. A well culture 12th century French man likely didn't have first hand experience of racial differences.
To give you a better answer, what time period do you have in mind? There's different reasons for the portrayal of Christ through time. :)
Short answer is 'no.'
Somewhat longer, even ignoring the issues with the assertion that Europeans were somehow ignorant of the non-White people they fought on the crusades or traded with in the Mediterranean trade networks, there are a lot of depictions of Jesus from various dates that do not depict him as white. A couple examples to follow.
And though these depictions are the minority, with most displaying Christ as white, the fact that there are depictions of a non-white Christ should at least prove that the artists at the time knew non-white people existed.