Do Jews believe in Armilus (The Jewish Anti-Messiah).
This article provides a good synopsis of Armilus in Jewish thought.
Targum Jonathan, Saadia Gaon, and Ben Ish Chai (page 23) all mention him as a personality in messianic times. Another possible source for him is in Sefer Zerubabel, an apocryphal text that if authentic would be the earliest source for Armilus.
So it appears that Armilus is present in some Jewish writings, and thus in Jewish belief, however obscure.