No, nobody did. Despite the fact that literacy was relatively high amongst the Jews at that time. And we have several historians living there or in the area in those days. Jesus was mentioned outside the gospels a few times, but those lines are generally seen as either pious forgeries or out of context.
Josephus mentions Jesus, but it doesn't fit in the text and contradicts Josephus own religious ideas.
Pliny the Younger mentions Christians, as followers of a certain Crestos or Christos. He doesn't go into the existence of Jesus, merely asking the emperor what to do with his followers. Pliny lived a century later, by that time there were Christians. It doesn't prove Jesus lived, it proved Christians existed.
Now, since we're in the realm of religion here, I always wondered why nobody outside the bible mentions that the dead walked the streets of Jerusalem upon the death of Jesus. (Matt 27:50-54) You'd think this was something rather remarkable, worthy enough to write down for posterity or inform friends about. But nobody did. At least the governor should have informed his emperor about this rather unusual event. But even he didn't.
