ANSWER: Yes, but not entire sanctification. He insisted that the new birth is the beginning of holiness and that all true believers are saints or holy ones. He here classifies himself with "all the elect of God," a phrase including all the regenerate who "being children are heirs of God and joint heirs with Jesus Christ."
Wesley strongly opposed the error of Count Zinzendorf, that all believers are wholly sanctified when they are regenerated. Wesley is in accord with 1 Peter 1:1-6 where those whom "God begat again" are the elect according to the foreknowledge of God (that they would comply with the conditions of salvation) in sanctification of the Spirit.
— Steele's Answers p. 26.