Hi, thanks for asking! I'm a big Mahler fan and have done quite a bit of research on him, so I'm glad to see more interest in this amazing composer!

Mahler lived in New York for a time, where he conducted the New York Philharmonic. This was after 1907, when the Vienna press launched an anti-Semitic campaign against him. He had previously conducted various orchestras in Europe, though faced controversy as the conductor of the Vienna Philharmonic due mainly to the fact that he was Jewish (he was forced to convert to Catholicism in order to take the job), but also because he was a very strict and demanding conductor who insisted on controlling most every aspect of a production. Singers and musicians were often displeased with his high expectations, and many caricatures of him appeared in the press, which often either poked fun at his demanding personality or his "Jewish" physical features, which were often cruelly exaggerated. He often conducted many works by Beethoven and Wagner, titans of German music, and many people thought this was unacceptable due to his background. Thus, the Vienna press launched their campaign, and he left for New York to find work. He made his debut in 1908 at the Metropolitan Opera. That being said, to answer your question, Mahler did know English. We have evidence of this, as we have records of letters in English, including this one to Friedrich Lohr. My other sources include the Mahler Foundation website and a biography titled "Gustav Mahler" by Stuart Feder.

Yes, there are several letters from him to Lohr in English, and he is good at the language. The letter excerpts can be found on the Mahler foundation website.

https://mahlerfoundation.org/mahler/personen-2/lohr-friedrich-fritz-1859-1924 Source

In fact, these letters source from before he even arrived in New York. So yes, he would have been very good at the language by that point. However, I am really not sure if he was proficient as speaking the language. Though, sources do say that his sister, Justine also spoke English before she went to America. Judging from that, it is very likely that he as well was an English speaker. Brief notes of that can be found on the mahler foundation website, quite a reliable source containing archives related to Mahler- however there is very little information on that. Apologies for my English, it is not my first language.