According to Islamic and some pre-Islamic Arabian mythologies Djinn are one of the three sapient creatures created by God with freewill, the others being humans and angels. They exist in an a dimension imperceptible to the naked eye and resemble a 'smokeless scorching fire', but with the ability to interact with and effect the physical world. They can and do possess humans.

I was wondering if there is a TES anologue in the bestiary and what are the chances of something similar appearing in future titles. Thoughts?

In Daggerfall there were two taverns, One called "The Restless Djinn" and another "The Fox and Djinn", so I'm assuming there's some sort of Djinn, but I'm not certain. Maybe another person more well versed in Lore can see if there are some sort of Djinn on Nirn?

Daggerfall and Arena existed at a point before the lore in the Elder Scrolls became fully-fleshed out, and separated itself from generic medieval fantasy; not to mention those tavern names were randomly generated from a list of keywords. I'm not saying they retconned Djinns out of existence, of course.

There have never been any spirits calling themselves Djinns in the TES games, but their concept isn't incompatible with the lore, and they could totally exist in a way that's unique to the Elder Scrolls universe. I'd say the closest parallel would be the Daedra, and the Daedric Princes. Perhaps we'll encounter a lesser Daedra in a future game calling themselves a "Djinn" of some kind.