Yes, in the very first Christmas special (the one that actually took place at Christmastime). Matthew saw Mary was not happy with Carlisle and wanted to know why Mary insisted she had to marry him. She feared he would despise him if she told him. He told her after she did that he could never despise her, and that she must not marry Carlisle. Robert was told by Cora as well, and he did not despise Mary either. Mary would later reference this in season 4 when she saw something was wrong with Tom and he said the same thing (when that evil Edna was trying to ruin him).