No, but that’s a common misconception. Palestine has never previously been a country, but was a region of the Ottoman Empire, then a part of the British Empire that more or less consisted of modern day Israel, Palestine, and Jordan.
Under the Ottomans and the British, there was a Jewish minority, mostly in the region of Palestine, but also in Lebanon, Syria, Jordan, Egypt, etc.
Starting in the 1800s, Jews living in Europe began to move to the region in larger numbers (as well as Jews living in other parts of the Middle East and Africa). This was primarily motivated by antisemitic events in Europe, but also similar to the national movements that led to Prussia becoming Germany, the pan-Arab movement, re-establishing Poland, etc.
Here is a photo of the 1931 Palestinian football team that included Palestinian Jews as well as Palestinian Arabs.