Yes, he did.
At his trial, when Jesus was asked by the high priest if he was “the Son of the Blessed One,” he answered, “I am.”
Again the high priest asked him, “Are you the Messiah, the Son of the Blessed One?”
“I am,” said Jesus. “And you will see the Son of Man sitting at the right hand of the Mighty One and coming on the clouds of heaven.” Mark 14:61,62
When Jesus asked Peter who he said he was and Peter answered that Jesus was “the Son of the living God,” Jesus blessed him and said that he got that understanding from God, the Father in heaven.
“But what about you?” he asked. “Who do you say I am?” Simon Peter answered, “You are the Messiah, the Son of the living God.”
Jesus replied, “Blessed are you, Simon son of Jonah, for this was not revealed to you by flesh and blood, but by my Father in heaven.” Matthew 16:15-17
When Nathanael declared, “Rabbi, you are the Son of God,” Jesus encouraged him as a believer (John 1:48-50).
Jesus further acknowledged that he had directly proclaimed, “I am God’s Son.”
…what about the one whom the Father set apart as his very own and sent into the world? Why then do you accuse me of blasphemy because I said, ‘I am God’s Son’? John 10:36