Yes, there were at least a couple. The most well know is probably Sol Invictus, or The Unconquered Sun. Emperor Aurelian gave this cult a prominent place in Roman society in the third century. There is also a lot of speculation on how this cult influenced Christianty, as both Constantine and his father were followers.

Now, one caveot is that this cult wasn't exactly monotheistic in all its forms. Many people worshiped Sol as part of the pantheon of gods. Others, (like Constantine's father) practiced the faith of Sol Invictus as the sole god.

Monotheism was uncommon in the ancient world - much more common was henotheism, or the belief in one god above all others, while not necessarily excluding the belief in or worship of other more minor gods. In Hellenistic times, Zeus and Jupiter were sometimes worshiped in this way, as an all powerful king of the gods. The Carthaginians were also henotheistic, worshiping Ba'al Hammon above all other gods. Even the Jews were originally henotheistic, worshiping Yahweh while not excluding the existence of other gods in the Canaanite pantheon. The cult of Heliogabalus (renamed Sol Invictus) was more properly henotheistic than monotheistic: the emperor Elegabalus (named for the god) replaced the worship of Jupiter with the worship of Heliogabalus, but never maintained that Heliogabalus was the only god.

Mithraism (the worship of the god Mithras) was a very popular cult in Ancient Rome which actually competed with Christianity. It was a mystery cult particularly popular with soldiers. Eventually Christianity eclipsed Mithraism, which was somewhat surprising given that Mithraism was sanctioned by the government, while early Christianity was not. You see, monotheism was a problem in Ancient Rome: to declare that there is only one god would undermine the state religion. The Romans generally didn't care what you believed as long as you payed homage to the imperial cult; thus henotheistic religions were fairly compatible with the Roman state. The Romans were willing to allow the Jews to practice their monotheistic religion, because the Jews didn't proselytize. The Christians did, though, and that was a major problem.