The Secret Sharer by Joseph Conrad

The story takes place at sea, near the Gulf of Siam. The young captain is unfamiliar with both his ship and his crew, having only joined their company a fortnight earlier. He soon encounters a naked swimmer holding onto the side ladder of the ship while he is alone at night on look-out duty. He helps the mysterious swimmer onto the boat and hides him in his cabin without the rest of the crew's knowledge.