Not as such.

The garments of the Romans were generally loose fitting and simply sewn, both of which don’t work well with the concept of pockets as we know them. However, the looseness of the garments also meant that it was relatively effective to simply use the folds of these garments to carry small items. Indeed, this method was prevalent enough that such a fold was even given a name—sinus. The image here shows it in use by a slinger for slingstones: http://penelope.uchicago.edu/Thayer/E/Roman/Texts/secondary/SMIGRA*/Funda.html

Apart from this, pouches and sacks were typically used to carry things more securely. The marsupium http://penelope.uchicago.edu/Thayer/E/Roman/Texts/secondary/SMIGRA*/Marsupium.html and pera http://penelope.uchicago.edu/Thayer/E/Roman/Texts/secondary/SMIGRA*/Pera.html are relatively well known, but there were many other names and descriptions.