Indeed there are. There are a number of sources in Arabic that provide a record of his trips.

There's a scholar named Yajima Hikoichi (家島彦一) at Waseda University specialising in the history of Islamic commerce who's written quite a bit about this but, but unfortunately only in Japanese. One paper in particular — Expedition of Zheng He in Islamic historical records^1 — looks directly at your question.

One such text addressed by Yajima is Tuḥfat al-zaman fī tārīkh sādāt al-Yaman^2, a Yemeni historical text by Ibn al-Ahdal, al-Ḥusayn ibn ʻAbd al-Raḥmān, which refers to Zheng He as "ṣāḥib al-Ṣīn" (roughly "The Lord from China". I'm not a translator).

Zheng He made multiple voyages and his ships would not have blended in terribly well docked at Aden, so it's not really something that would have gone unnoticed.

I'm sorry I'm not giving you you too much more but I shouldn't be trying to translate either Japanese or Arabic more than to give this brief summary. Hopefully one of our Middle East flairs can provide some more details.

Sources: (sorry)

1. 家島彦一（1968）《イスラーム史料による鄭和の遠征》東京外国語大学アジア・アフリカ言語文化研究所

2. ابن الأهدل، الحسين بن عبد الرحمن. تحفة الزمن في تاريخ سادات اليمن

edit: typos