Answer:
Yes, He did. There were two particular times he said it. One was in Mark 5:39 (also recorded in Matthew 9:24 and Luke 8:52):
And when he was come in, he saith unto them, Why make ye this ado, and weep? the damsel is not dead, but sleepeth.
The other is in John 11:11-13:
11 These things said he: and after that he saith unto them, Our friend Lazarus sleepeth; but I go, that I may awake him out of sleep.
12 Then said his disciples, Lord, if he sleep, he shall do well.
13 Howbeit Jesus spake of his death: but they thought that he had spoken of taking of rest in sleep.
Saint Paul adopted this metaphor and used it several times in his writings in the New Testament:
1 Corinthians 11:30; 15:51; 1 Thessalonians 4:14; 5:10;