No, Java has no preprocessor, and this is exactly because the scenario you describe should not occur in Java.
One of Java's original main design ideas (if not the original design idea) was coined "Write once, run everywhere". This means you don't compile different bytecode for different platforms. Instead, there's only one bytecode applied on every platform.
Thus, there's no need for preprocessor instructions, because this scenario should not be necessary. If you feel you need different code on different platforms, there are ways to achieve this, but not through preprocessor macros. Maybe you could be more specific on your issue, then we can propose a suitable solution in Java.