No, Michael Jackson was not a Jew.
Like many celebrities Michael explored various religions. His parents were Jehovah's Witnesses. He practiced that until the Jehovah's Witnesses criticized his Thriller album.
In 2007, he studied Islam at the urging of his brother Jermaine who converted to Islam. There were unconfirmed rumors that Michael converted to Islam in 2008.
Michael was seen at times wearing the red string symbol of Kabbalah.
Michael spent some time several years ago with celebrity rabbi Shmuley Boteach, who recently has published a controversial book of interviews with Michael. The book has been criticized by Jackson's fans and by readers on Amazon.