Yes. Brie and Camembert are naturally gluten free: they're made from milk, cultures, rennet and salt.
The risk is in what's added or served with them. Baked Brie wrapped in pastry, Brie with a crumb or flavored coating, and Brie sold in a package with crackers all contain gluten. If you have celiac disease, check the label and ask about shared equipment.
Related: Is cheese gluten free? · What is the difference between Brie and Camembert? · Can you bake Brie or Camembert?