No, the first time he said, that is who you say I am. They made a whole musical around that fact -- Jesus Christ Superstar -- "Do you believe you are who they say you are?"
Matt 27:11-14
11Now Jesus stood before the governor, and the governor asked him, “Are you the King of the Jews?” Jesus said, “You have said so.” 12But when he was accused by the chief priests and elders, he gave no answer. 13Then Pilate said to him, “Do you not hear how many things they testify against you?” 14But he gave him no answer, not even to a single charge, so that the governor was greatly amazed.
Mark 15:2
So Pilate questioned Him, "Are You the King of the Jews?" "You have said so," Jesus replied.
Luke 22:70
So they all asked, "Are You then the Son of God?" He replied, "You say that I am."
Luke 23:3
So Pilate asked Him, "Are You the King of the Jews?" "You have said so," Jesus replied.
John 18:33-36
33Pilate went back into the Praetorium, summoned Jesus, and asked Him, “Are You the King of the Jews?” 34“Are you saying this on your own,” Jesus asked, “or did others tell you about Me?” 35“Am I a Jew?” Pilate replied. “Your own people and chief priests handed You over to me. What have You done?” 36Jesus answered, “My kingdom is not of this world; if it were, My servants would fight to prevent My arrest by the Jews. But now My kingdom is not of this realm.” 37“Then You are a king!” Pilate said. “You say that I am a king,” Jesus answered.