Talking about periodic signals does not require any knowledge of sines / Fourier analysis, nor reference to any physical systems. The no-nonense definition is just this:
A periodic signal with period is a function : ℝ → ℝ such that : ℝ+ is the unique smallest positive number for which
( + ) = () ∀ ∈ℝ
(there is no < that would also always give ( + ) = ()).
(We need the restriction forbidding < because else any signal with period would also qualify as periodic with period 2· or 3· and so on.)
That readily allows us to also define the fundamental frequency as simply the reciprocal: f = 1⁄.
As I promised, this does not yet make any reference whatsoever to sinusoidal components – in fact, it also applies to functions that cannot be represented by a Fourier series, such as
⎧ 0 if is integral
() := ⎨
⎩ sin (1⁄1−cos(2·π·)) else

In this signal, you have in essence locally (close to 0, 1, 2 etc.) the ripple-frequency go up arbitrarily high, without decreasing its amplitude). This can't be constructed as just a superposition of constant-frequency sine parts. Thus it's also not really possible to talk of harmonics.
Now, such a “signal” fortunately can never actually turn up in the physical world – you'd basically have an ultraviolet catastrophe at each of the points where the frequency goes infinite. Actual physical signals, if they are periodic, can be decomposed into a superposition of sinusoidals, with the slowest-oscillating sharing the fundamental frequency of the signal. (That includes, of course, the audio example above, which is effectively bandlimited through Nyquist-sampling. Mind, this is for this signal not possible without hefty aliasing artifacts.)
And then, the answer to your question is yes, as topo morto explained: if a signal has no harmonics, then by definition of “harmonic”, the signal is actually just a single sinusoidal.