Zheng Weixin (1633-1673) was the first Chinese Jesuit priest and possibly the earliest Chinese person to visit Europe. His father was a Christian convert, so he was baptized at birth under the name Emmanuel de Siqueira. He departed from Macau for Europe in 1645. Zheng received a Jesuit education at the Collegio Romano, and taught as a professor there for three years. He later became ordained as a Jesuit priest after studying in Bologna and Coimbra. Zheng traveled back home to China in 1668, but his proficiency in Chinese had declined after living for over two decades in Europe. Further details can be found in Francis Rouleau's biography, "The First Chinese Priest of the Society of Jesus: Emmanual de Siqueira, 1633-1673 (Cheng Ma-no, Wei-hsin," AHSI 28 (1959):3-50.

It's interesting that Zheng was able to successfully assimilate into Western culture, whereas John Hu—the Chinese convert described by /u/b1uepenguin—was not.

Jonathan D. Spence. The Question of Hu. New York: Alfred A Knopf, 1988.

Hu was a Chinese convert to Christianity- thanks in part to the work of Ricci and the Jesuit mission to China. He went to France where he ended up in a mental institution after running away from the Jesuit he was supposed to be working for. Eventually he gets out of the institution when another Jesuit who speaks Chinese comes and finds out who Hu is and whats going on.

Hu was not alone; there were a dozen or so Chinese students who went to Europe to study with the Jesuits. Some of whom were essentially stranded in Europe when the French monarchy turned against the Jesuits and banned them from the country, cutting off financial support for the Chinese mission.