The Apostles Went to Confession

Yes, the apostles practiced confession, having received the power to forgive sins from Jesus himself on the day he rose from the dead:

On the evening of that day, the first day of the week, the doors being shut where the disciples were, for fear of the Jews, Jesus came and stood among them and said to them, “Peace be with you.” When he had said this, he showed them his hands and his side. Then the disciples were glad when they saw the Lord. Jesus said to them again, “Peace be with you. As the Father has sent me, even so I send you.” And when he had said this, he breathed on them, and said to them, “Receive the Holy Spirit. If you forgive the sins of any, they are forgiven; if you retain the sins of any, they are retained” (John 20:19-23).

Despite claims to the contrary, the Church has condemned the teaching that the apostles did not recognize and celebrate this sacrament. See this article from The Catholic Encyclopedia, particularly the section on “Belief and practice of the early Church.”