To my knowledge, currently there is not, you will have to have the CATIA file saved as a .step, or .igs. Of course you may lose information that way, but currently Creo does not open native files of other programs.
That is supposed to be coming with Creo 3.0 which has a moving release date some time between now and 2020. So I wouldn't wait for that.
Sorry for the crap news.