Certainly not the Aztecs, but possibly not the Egyptians either.

The Djoser Step Pyramid in Egypt was constructed by Imhotep (Djoser's royal architect) c.2630 BC.

However, as early as 2700-2600 BC, an ancient city featuring up to 20 pyramids was constructed at Caral in the Supe Valley on the west coast of Peru. The early settlement is widely believed to be the first city in the Americas, although the difficulties in dating ancient monuments has made it impossible to say for certain whether its pyramids pre-date Djoser's pyramid.