Yes, but my understanding is that they were written following Paul's example.

For instance, I once asked a teacher if the Gospels, written by Jews for a the followers of a Jewish rabbi, were originally written in Aramaic. With the possible exception of Luke, we are pretty certain that the original versions were written in Greek, and not Hebrew or Aramaic, because the Gospel writers were following the convection set by Paul. Christianity did not have any texts (other than the traditional Jewish ones) before Paul, and his actions prompted other people to write down their oral history of Jesus.

The fact fact that Paul chose to write in Greek, is itself interesting, and reflective of the content of his reformed message; that it was one meant for the world, and not just the Jews (which it can certainly be argued was not the case of Jesus's original teachings).