If we are talking about a literal act of doing this, such as that which occurs in Marlowe's Doctor Faustus or Goethe's Faust, I would say there is no evidence of it at all. As a metaphor, however, this is not an inappropriate way of describing what happens to Macbeth. (Some would allege that the act in Marlowe and Goethe is metaphorical as well, but that's a different question.) Like Faust, Macbeth wants earthly power, even if it means he is to commit murder and thereby put his soul in danger. But ultimately, Macbeth himself does not really see his situation in these terms, and for us, as Shakespeare's audience, it's somewhat counterproductive to our understanding of the play as well to interpret it in this manner.
The supernatural element in Macbeth as it occurs in any form is probably best understood if we see it as far as possible in human terms, as a metaphorical extension of the mind's power. As George Orwell asserted in his essay "Lear, Tolstoy, and the Fool," it's difficult to find solid evidence in any of the plays of genuine religious belief on Shakespeare's part. In Macbeth, we have no way of knowing if Banquo's ghost is real, or if it's (more likely) an illusion—just as Lady Macbeth says, "the very painting of your fear," like the "air-drawn dagger" Macbeth claimed led him to Duncan. Later, Macbeth himself, far from seeing his impending demise as punishment, concludes that it has all been meaningless. His final act of defiance— refusing to commit suicide, which presumably would be the "honorable" thing to do—is motivated by this sense of absurdity about the world, in which he has simply been a victim, a pawn of unknown, abstract forces man has no control over. The idea of his having "sold his soul" is the furthest thing from his mind.