There's long been speculation about that, usually involving the story of a russian explorer dude encountering texts in some obscure monastery talking about Isa visiting India - this being the name Islam uses for Jesus in their language, I guess. This, of course, was strongly discredited by the Church.

Anyway if one is interested in seeing some information about this very touchy subject, this documentary is pretty interesting:



In it an Indian guru claims documentation in the Indian government about this, but who knows what the reality might be! All we know is that there are "missing years" in Jesus' life story.

(Note I have changed the video, I thought it was the full documentary on youtube, but it's a presentation by the author of that documentary, not the documentary itself)