Ho, ho, ho. Yes, there is. The marvellously titled, FC Santa Claus (popularly known simply as Santa) is a successful club based in the town of Rovaniemi, Finland.
It came into being in 1993 with the amalgamation of two local clubs, Rovaniemen Reipas and Rovaniemen Lappi. Santa Claus play their home matches at Saarenkylän tekonurmi or Susivoudin kenttä in Rovaniemi. FC Santa Claus currently play in the third tier of the Finnish league, the Kakkonen.