Yes, He did! Though Hanukkah is not one of the 7 major Jewish feasts enacted in ancient Jewish law and tradition (Leviticus 23), Jesus and His family were definitely in Jerusalem at the time of Hanukkah, according to John 10:22-23. In fact, it was there, in that setting, that Jesus confirmed His deity!
Hanukkah is a fantastic means of deepening our relationship with Jesus, the light of the world! Here is an excellent 6-minute teaching about the Biblical significance of Hanukkah:
Looking for the Blessed Hope 