Not in the way we recognise volcanoes.
"Scientists from the Max Planck Institute for Nuclear Physics and the University of Potsdam have found ice volcanoes - or what could be called "ice geysers" - on the surface of Saturn’s moon Enceladus. They made the discovery using a combination of computer simulations and measurements from the dust detector on the space probe CASSINI. The ice volcanoes are located at geologically young, warm structures in the icy moon’s southern polar region. The ice particles probably are created from steam deep in crevices. Volcanic activity is now known to exist in three bodies in our solar system: Enceladus, Earth, and Jupiter’s moon Io (Science, March 10, 2006)."