If it isn't in the spec it isn't in there. The question is if you need it if e.g. the NIST SP 800-108 KDF in counter mode is present. That's a fine KDF even if it lacks explicit extract / expand steps and salt. So I think you are only in big trouble if you need
- extract functionality;
- HKDF because of protocol compatibility.
There seems to be HMAC, but that is of little consolation: if you wanted to have the output key material as message outside of the TPM, then you wouldn't be needing the TPM. Furthermore, the Input Key Material (IKM) is used as HMAC message in HKDF-extract, so even the IKM won't be protected.
PS If you want to look for yourself: you find the algorithms in the document "Part 2: Structures", of all places:
|PM_ALG_KDF1_SP800_56A||0x0020||NIST SP800-56A||concatenation key derivation function (approved alternative 1) section 5.8.1|
|TPM_ALG_KDF2||0x0021||IEEE Std 1363a-2004||key derivation function KDF2 section 13.2|
|TPM_ALG_KDF1_SP800_108||0x0022||NIST SP800-108||a key derivation method Section 5.1 KDF in Counter Mode|