Wikipedia actually covers this:
> Most bilateral animals, including all the vertebrates, are coelomates.
Now, some coelomates have subsequently lost their coelom but primates (actually, I believe, all vertebrates) are not among them. In humans, the coelom forms, amongst others, the pleural cavity.
So, **yes** : humans do have a coelom that partitions into different, unconnected body cavities during development.