Yes they do. Just like in real world we eat some animal and we keep some as pets.

Edible pokemons : Basculin, Slowpoke.

Humans eating Pokémon

Meat is often shown in the anime, but while it has never been directly shown to come from Pokémon, no other food source has yet been explained. It is known that some Pokémon produce edible foods and by-products such as milk, nuts and fruit. These can be safely harvested with little or no harm or discomfort to the Pokémon. However, it has been mentioned that some Pokémon are hunted and used for their meat: Farfetch'd in particular are noted for making a good meal, especially when cooked with leek, and were nearly hunted to extinction because of this, ultimately leading to their rareness.

During a story arc within the Gen II games and their remakes, the newly reformed Team Rocket begin stealing Slowpoke, cutting off their tails and then selling them as a rare delicacy. It is indicated that the tail is not eaten, but is sucked or lightly chewed on; similar to the manner in which a person would enjoy Honeysuckle.

While visiting the Canalave Library, it is revealed in the Sinnoh Folk Tales that Pokémon caught from the sea are eaten, and then the bones thrown back into the water. It is also mentioned that the Pokémon that were eaten will return fully fleshed. Ash and Brock imagining a cooked Magikarp.

In Pokémon Shipwreck, Ash and friends, along with Team Rocket are stranded in the middle of the ocean without food. Eventually, due to their hunger and the dire nature of their situation, Ash and Brock began to discuss and fantasize about eating James's Magikarp. Unfortunately for them and Meowth in particular, Magikarp's body composition renders it nearly inedible. Misty elaborates on this, stating that Magikarp are nothing more than scale and bone, thus there would be little sustenance obtained.

In New Plot, Odd Lot!, Harley has a flashback in which a class mate (who looks like May) stole his "snackie", which bore a resemblance to tiny Octillery, similar to the octopi served in some real-life restaurants. It is unknown if these were actual Octillery, or just food prepared and shaped to look like them.

It is possible, based on wording used in Cherubi's Pokédex entry, that humans, not just Pokémon have eaten Cherubi's ball-like appendage before. Also, according to its Pokémon Black 2 and White 2 Pokédex entry, Basculin are remarkably tasty, indicating humans have eaten them as well.