It's not easy, but you can make one using a high-pass filter. Ironically, AE doesn't have a high-pass filter either, so here's a home-brew recipe for one:
•Duplicate your footage.
•Invert the top layer.
•Set its opacity to 50%.
•Blur the bottom layer (in this case, by a very small amount).
Now you can make an adjustment layer, and crank the contrast up like crazy. What you should see is only the very high-frequency detail. From there you could color this "High Pass" comp and lay it on top of your footage to create an actual focus indicator.
Like I said, it's a pain, but if you need it it'll work.
You can also look at another view and see the focus plane of the camera or you can tie the focus point to a null with an expression and hit your focus precisely by moving the null to the position of your footage plane.
Ah, I notice I misread the post, and assumed this was with respect to live action footage. What I do for this situation is similar to what Rick said. In my case, I just crank the aperture to ridiculously high values, and it shows you a very clear line where your focus plane intersects your layer.