Studied him for a while in school and don't remember him having one (that doesn't mean he didn't), however, he DID write a short story in the 1920s called "Cat in the Rain". It was about an American couple vacationing in Italy and the wife notices a cat through her window out in the rain. In any case, (long story short) the maid eventually gets the cat for her and the wife is happy. That's the best I can remember.
