Nope, everything is either lo (masculine "the") or la (feminine "the"), and there is no "the" which is gender neutral.
Yeah, when saying things like "this" or "that" there is a neutral version used only and very explicitly for objects when you're not using the actual noun for the object - i.e. in "give me that" but not in "give me that box" - but that's about as close as the thing gets to having a neutral gender.
Same with Portuguese, Italian, French and, as far as I know, all Romance languages out there.
Funny bit is that whilst for most things the same thing tends to be have a noun which is masculine or feminine in all of those languages (at least the ones I know, so no idea about Romanian), some words might be masculine in one language and feminine in another or vice-versa.