There are a lot of heavenly bodies in the "vicinity" of our sun and the problem with your question is a definition problem: what is a planet? Apart from the 9 well known planets there is a multitude of asteroids, some between Mars and Jupiter and a lot more beyond Pluto in what is known as the Kuiper belt. Recently a large asteroid was discovered in the Kuiper belt. It was so large that some calls it a 10th planet.
The talk of a 10th planet stems from small anomalies detected in the orbit of Pluto and Neptune. These anomalies could be the works of an extra planet, but it could (almost) equally well be large asteroids. The fact that the Kuiper belt exists makes it very difficult to answer your question with a straight yes or no, but one thing is sure, if there is a planet out there then it is very cold and very battered!
Frank Fahrendorf, M.S., MS Technical Unieversity of Denmark