Actually kind of difficult to say. At first glance it seems the first mention of the famous quote is in Seutonius' "Lives of the Twelve Caesars." Specifically, Julius Caesar, section 32. I'll link to an open source version below.

http://penelope.uchicago.edu/Thayer/E/Roman/Texts/Suetonius/12Caesars/Julius*.html

But it's also mentioned in Plutarch's "The Life of Caesar," coincidentally also in section 32.

http://penelope.uchicago.edu/Thayer/E/Roman/Texts/Plutarch/Lives/Caesar*.html

After looking into the quote itself I'm not even sure what language Caesar would have used to say it. The famous version today is Latin, and that's how Seutonius copies it, but Plutarch wrote the quote in Greek. To be fair, Plutarch wrote all of Parallel Lives in Greek, but in this instance he didn't use any annotations, as he does at other points in his writing when translating or explaining something originally in Latin. "Let the Die Be Cast" is a quote from a Greek play though, so maybe he felt no need to this time, and also felt no need to mention that Caesar spoke it in Latin.

Still, would Caesar have translated the quote for his audience (his non-Greek speaking troops)? Maybe. If he said it at all, that is. I wasn't able to find the famous quote in Caesar's own autobiography on the events, "The Civil Wars." To be fair, a detail like that might not be put in by the man himself, but it does seem unlikely he actually said the phrase, as Caesar was a pretty shameless self promoter, and the earliest examples of the quote I could find are from a century after the events. It's not impossible he said it and didn't mention it but someone else there heard it and spread it along the grapevine, but that's pretty unlikely, and it's looking likely that "The Die is Cast" deserves to be placed alongside "Et tu, Brute" as dramatic flourishes rather than actual, factual quotes.

I highly recommend the readings on LacusCurtius if you're into Roman history, by the way.