Yes, pigeons were used to carry messages, sometimes even after radio communication was available. Some of them even got medals for their role in combat:
Cher Ami - recipient of the Croix de guerre for its help in saving the the Lost Battalion of the 77th Division in the Battle of the Argonne, October 1918.
Winkie - recipient of the Dickin Medal for assisting in the rescue of an aircrew forced to ditch in the North Sea during the Second World War.
All Alone - recipient of the Dickin Medal for delivering an important secret message in one day over a distance of 400 miles, while serving with the National Pigeon Service in August, 1943.
Other recipients of the Dickin Medal include:
Beach Comber, Broad Arrow, Commando, William of Orange and others
Also, according to the Wikipedia post on Pigeon post:
Pigeon post is the use of homing pigeons to carry messages. Pigeons were effective as messengers due to their natural homing abilities. The pigeons were transported to a destination in cages, where they would be attached with messages, then naturally the pigeon would fly back to its home where the owner could read his mail. Pigeons have been used to great effect in military situations, with 32 birds winning the Dickin Medal.
As a method of communication, it is likely as old as the ancient Persians from whom the art of training the birds probably came. The Mughals also have used them as their messengers. The Romans used pigeon messengers to aid their military over 2000 years ago. Frontinus said that Julius Caesar used pigeons as messengers in his conquest of Gaul. The Greeks conveyed the names of the victors at the Olympic Games to their various cities by this means...