The quick answer is yes and no. The characters from Magnum PI appeared in at least two comic offerings (3 if you could the Mad Magazine parody), but never had a regularly printed monthly comic. Still, regular or not, it is great to have access to bonus Magnum in any format.
In 1982, Magnum and friends made appearances in two comic efforts, both from the UK. The first was a serialized version adventure in Look In Magazine.
This comic or as they called it, “picture strip” has a very early seasons Magnum feel to it. Not too serious and hints of fun with just enough of a sense of drama. I would have loved to see it continue as a regular title. Heck, I would still be buying it today if they were being printed.
The other Magnum Comic offering was the Magnum PI Annual.
This annual is much more serious in tone and seems to foreshadow some of the later or the famous dramatic two part episodes of Magnum. Really enjoyable to read if you can track it down, but definitely more of an adult feel to it — Lot of folks getting killed and sexy ladies.
These “comics” are not easy to track down, but if you keep your eye on ebay or other collector’s sites they do pop up from time to time. You can also look around online for different pieces of them that have been scanned by other people and posted. If your a hardcore Magnum fan, it is very much worth the effort.