Yes, Yeshua (Jesus), who we believe is the Messiah foretold by the prophets, celebrated Hanukkah.  Unfortunately this Hanukkah was not the happiest of occasions as there was much controversy amongst the religious leaders about the character of this strange rabbi from Galilee whose provocative, and authoritative, style had enraptured some and angered others.  Not only did Jesus speak like a great prophet, He also performed miraculous acts of healing that were nothing short of Messianic.  Jesus had found a strong following with the Jewish people, but the religious leaders were threatened by His claims of divine authority and His accusations against them that they did not practice what they preached.  

John's Gospel places one of Jesus' greatest miracles, and the controversy that followed it, at the doorstep of the winter celebration of Hanukkah.  This special miracle was the healing of a man who was blind from birth.  Upon questioning from religious leaders of how this strange teacher could perform such a feat the formerly blind man is quoted by John as saying..."One thing I do know, I was blind but now I see."  (John 9:25)