Yes. There were three visits (that I know of) of Japanese citizens visiting Europe.

1. When Jesuit Francis Xavier, the first Jesuit missionary in Japan, left in 1551, he had with him five Japanese persons. Two vanished from the historical records. One, a converted monk, followed Xavier to China. The last two stayed at Goa, planned on going to Europe for further study with Jesuits, but one died in Goa. The last one, going by the name of Bernardo, reached Lisbon in 1552 where he lived and studied with the Jesuits, and got to visit Rome in 1555. But it seems his health was failing before he even reached Europe, and he died soon after in 1557. Xavier also noted in his letter recommending Bernardo be sent to Europe that the lords and samurai are not really interested in travelling to Europe.
2. On the idea of Jesuit Alessandro Valignano, four young teenage children were sent as representatives of the Christian Daimyōs of Kyūshū to see Europe and return with their descriptions to help spread Christianity, and to discuss with the Pope about the same. They left Japan in 1582, reached Lisbon in 1584. On their trip they got to meet the King of Spain Philip II, as well as the Pope. They returned to Japan in 1590. Unfortunately for them while they were away, Toyotomi Hideyoshi had started cracking down on Christians and missionaries. While it didn't effect them at first, all four had wished to continue their religious studies and which increasingly became problematic as the crack down became stricter. Of the four, Miguel Chijiwa broke with the Jesuits in 1601 and (at least publicly) renounced Christianity. After the establishment of the Edo Bakufu, of the other three, Mancio Itō died at Nagasaki after being exiled from a few clan. Martinho Hara was exiled from Japan altogether by the Bakufu in 1614, and worked in Macao where he died in 1629. Julião Nakaura was executed in 1633.
3. Daimyō Date Masamune, with the Bakufu's approval, sent a samurai by the name of Hasekura Rokuemon (popularly known as Tsunenaga) with Jesuit Luis Sotel to lead a diplomatic mission to Europe via Mexico, with the stated goal of helping spread Christianity, though likely Masamune was after trade. After some sea trials of their European-style vessel, the embassy left Japan in 1613. They reached Europe in 1615, saw King Phillip III of Spain and the Pope, and reached Japan in 1620. Rokuemon briefly met with Masamune. And then the members of the embassy were ordered to renounce their Christian faith on pain of exile for the samurai and execution for the others. Little else is known about Rokuemon afterwards except he died in a couple of years. Sotel tried to sneak back into Japan in 1624, was caught and burnt at the stake.