Taking SCARY out of used bikes, one bike at a time.

Yes, they do! And they can cause some really bad shifting issues.
When inspecting your derailleur pulleys you want to look for these issues.
1. Does the teeth look full and not worn down
2. Is there a crack in the pulley
3. Is it clean from built-up lube or dirt
4. Does it hold the chain in place when shifting
5. Does it spin smoothly
If you have a couple of these issues or all it may be time to replace them. This is usually low cost and will make your drivetrain work a lot better.
Just make sure you get the right brand (Shimano or Sram, etc.), and don’t forget how many speeds and  which pulley is upper and lower. Yes, they are different and usually sold together.
Shimano Jockey Pulley
Shimano Jockey Pulley