Conversation so far:
Where was Zheng He born?
Zheng He was born Ma He to a Muslim family of Kunyang, Kunming, Yunnan, China.
What is Zheng He's religion?
The Liujiagang and Changle inscriptions suggest that Zheng He's devotion to Tianfei (the patron goddess of sailors and seafarers) was the dominant faith to which he adhered.
When did the Ming Army invade?
In the autumn of 1381, a Ming army invaded and conquered Yunnan.
Did Zheng He have any children?
One source states that Zheng He was castrated at the age of 10 and then was placed in the service of the Prince of Yan.

Question: Was he captured?
Self-contained rewrite: Was Zheng He captured?