The answer is "no". He did make a statement in an interview with Wolf Blitzer of CNN about his role in the creation of the Internet, but that statement was taken out of context to be used as a political attack tool. I've heard Al Gore mocked many times for his supposed statement and found someone else making what appeared to be a sarcastic comment in a post today to an article "The Web back in 1996-1997"
As I posted there, I would like to point out that he never claimed to have invented the Internet (see the Snopes article "Internet of Lies"). For a much fuller discussion of the topic and some history on the Internet’s development and Gore’s role in supporting advanced networking initiatives, I would recommend “ Al Gore and the Creation of the Internet”
His early vision of its potential and his support for funding of advanced networking activities was important. Vint Cerf, who has, I think appropriately, been dubbed the “father of the Internet” for his technical contributions, along with Bob Kahn, in designing the Internet Protocol, has credited Gore’s early support for advanced networking efforts (see "Vint Cerf responded to MSNBC").
I see the same tactic of taking an opponent’s statements out of context being widely used in the current campaign by both parties. Unfortunately, I suspect many Americans will make up their minds based on what they see in political ads that are designed to mislead them. The tactic used so successfully against Gore still works.