Given that we don't even understand what consciousness is in humans, this is a sticky question. But the short answer is yes, and not only mammals, either. See h

Given that we don't even understand what consciousness is in humans, this is a sticky question. But the short answer is yes, and not only mammals, either. See https://en.wikipedia.org/wiki/Animal_consciousness https://en.wikipedia.org/wiki/Animal_consciousness, specifically the bit about the Cambridge Declaration.