Yes they did, very explicitly. Early Christian writings about the sins and evils of the world are full of condemnations of war, violence, gladiatorial games, and the like.

Here's an example from St. Cyprian of Carthage (first half of the 3rd century):

>For a brief space conceive yourself to be transported to one of the loftiest peaks of some inaccessible mountain, thence gaze on the appearances of things lying below you, and with eyes turned in various directions look upon the eddies of the billowy world, while you yourself are removed from earthly contacts — you will at once begin to feel compassion for the world, and with self-recollection and increasing gratitude to God, you will rejoice with all the greater joy that you have escaped it. Consider the roads blocked up by robbers, the seas beset with pirates, wars scattered all over the earth with the bloody horror of camps. The whole world is wet with mutual blood; and murder, which in the case of an individual is admitted to be a crime, is called a virtue when it is committed wholesale. Impunity is claimed for the wicked deeds, not on the plea that they are guiltless, but because the cruelty is perpetrated on a grand scale.

>And now, if you turn your eyes and your regards to the cities themselves, you will behold a concourse more fraught with sadness than any solitude. The gladiatorial games are prepared, that blood may gladden the lust of cruel eyes. The body is fed up with stronger food, and the vigorous mass of limbs is enriched with brawn and muscle, that the wretch fattened for punishment may die a harder death. Man is slaughtered that man may be gratified, and the skill that is best able to kill is an exercise and an art. Crime is not only committed, but it is taught. What can be said more inhuman — what more repulsive? Training is undergone to acquire the power to murder, and the achievement of murder is its glory.

To our modern ears, "killing people for sport is evil and disgusting" sounds like common sense, and something so unremarkable that we probably pay no attention to it when reading it on a page. But ancient Romans did not think so. This was a pretty shocking thing for a Roman to write.