Yes, due to an event that occurred in the Grand Magic Games arc. I'm not sure exactly which episode but there was a scene in which Erza and Jellal were speaking and he told her that he was married.
Later when speaking to Ultear who revealed that he wasn't, he gave the notion that he lied because he believes happiness isn't for the guilty of heart.
In a later cameo, Erza says to herself that he is a "bad" liar. Indicating that she knows he's hiding his feelings.
From that scene, I am able to infer that they do in fact both love each other. However, due to all the evil things he has done, he feels the need to seek atonement. That is the premises that Crime Sorcière was formed upon.