Yes he did. All the later historians and biographers mention the planned invasion (the main ones are Plutarch Caesar 58.4-8; Suetonius Caesar 44.3-4; Cassius Dio 44.1; Appian Civil Wars 2.110), and Cicero also talks about it in one of his letters to Atticus (13.31 - dated 28 May 45 BC), so the pending invasion was clearly fairly common knowledge among the senatorial class.

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What exactly he was planning, or why he was going, is not entirely clear. In terms of motive, avenging the defeat of Crassus at Carrhae in 53 BC was likely high on the list. It was a serious psychological blow to the Romans, and remained so until a generation later when Augustus secured the return of the Roman standards from the Parthians. There had been continued clashes along the border in the last years of the 50s - Cicero fought a brief defensive campaign against a Parthian incursion while governor of Cilicia in 51 BC, and Longinus and Bibulus had secured the Roman province of Syria after Crassus' disaster - so practical security was no doubt a consideration. There's also Caesar's own lust for glory to consider - his reputation was founded on dazzling military victories and he needed to keep that up, and going east meant that he could easily eclipse Pompey (now dead, of course), whose eastern campaigns had been so incredibly successful. There's also the looming presence of Alexander the Great, who, if the sources are to be believed, was idolised by both Caesar and Pompey.

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In terms of a plan, Suetonius and Appian suggest that the Dacians (in modern Romania) were to be attacked first, securing Rome's Danubian frontier, before heading into Asia. Plutarch's elaborate description of a plan to swing back north and west after Parthia - past the Caspian Sea into modern Russia, Eastern Europe and eventually back to Germany - seems fanciful and is not supported by any other account so can probably be discounted. Whatever he was planning, it was clearly not a short campaign that he had in mind, so he would likely have been away from Rome for a number of years. It was this long absence that worried Cicero so much - he was concerned that Caesar would leave the situation at home unresolved, with the free republic unrestored and perhaps leaving open the potential for further civil war. The assassins may have also been concerned - if they delayed and allowed Caesar to slip away, how much greater would his reputation be after defeating the Parthians? Would they get another chance to stop him? Many of the later historians and biographers draw connections between the planned campaign in Parthia and the assassination - clearly this was an opportunity that the so-called 'Liberators' could not afford to miss.