Most processors don't have an instruction that does this; but many computer systems do (or have done in the past.) The details vary quite a bit from on system to another, but in all cases, the movement of the data is only a one part of a longer series of operations. To read from a disk, for example, the processor is normally communicating with a disk controller that must be told which physical device to read from, where on the disk to start reading and how much data to read.
After an input operation is initiated, it usually takes some time before any data is available from the device. Physical disk operations may take several milliseconds, and a modern processor core can execute millions of instructions in that time. So, rather than have the processor wait for an operation to complete; the computer system provides a way for the controller to let the CPU know when input data is available.
Once data is available, there are a few different ways to get it out of the device controller's memory and into the processor's memory. (This is the data transfer part of the input operation.)
One is for the processor to read it, one byte (or possibly word) at a time through an I/O port. On most processors, this transfer is either an "IN" instruction that reads the value from an I/O port into a CPU register, or a load/move instruction that does the same thing but with the port mapped as a dedicated location in the memory address space. Either way, (IO port or memory-mapped port), this transfer is from the controller to a register rather than to memory. Multiple instructions are needed to read a block of input data into memory.
Another is for the system to implement "Direct Memory Access" (DMA), so that the controller can directly store the input data into the processor's memory. In this case, no processor instructions perform the data transfer. That's all done "in the background".
A third option, one that's widely used with graphics controllers, but also has been used with hard drives, is for the controller's entire input buffer to be "mapped" into the processor's memory address space. Then, when the operation is complete the processor can use ordinary data movement instructions to copy the data from the controller into an application's data buffer.
It's that last implementation method that allows the data input to be done in one CPU instruction; provided that the processor supports a block move instruction and the OS decides to use it.