Yes, but Apple doesn't talk about it much, probably to keep the sociopaths who write malware off-guard.

It is called XProtect:
Xprotect - Wikipedia, the free encyclopedia

Xprotect Definitions at MacMedics Macintosh Service, Consulting, & Sales For Baltimore, Washington DC, & Philadelphia Blog

This free widget will tell you the last date that XProtect was updated on your computer:

Safe Downloads List Info Widget | brunerd.

XProtect does not look for all of the malware that is out there for the Mac. It just looks for the few pieces of malware that are most dangerous. Here is a list of what malware there is for the Mac, and the threat level of each:

Thomas' Corner : Mac Malware Guide

Note that there currently are no actual viruses in the wild for the
Mac. Also note that of the handful of malware that exists, most of
it is of little concern.