No. Его is Он in the Genitive case. Check the notes under the class:
"I AM AWAY
Russian also uses genitive to state that someone is "away", "not there": Мамы сейчас нет. In English such use would correspond to "There is no mom at the moment", or even "There is no me now".
BONUS NOTE: У него есть молоко = He has milk. You notice there is a little Н next to Его. Well, it is actually an extra letter they add next to a preposition like У, but without that kind of preposition, that word is Его.