Do we have negative prime numbers?

I don't know why this question has a down vote, because it identifies a subtle point about arithmetic which becomes particularly significant when the notion of "prime" is extended to other contexts, and is relevant so far as the integers are concerned when looking at issues like unique factorisation.

When we first encounter prime numbers, we do so in the context of the positive integers. The significant point about this context is that $+1$ is the only unit (the only positive integer with a multiplicative inverse). So the question here does not really arise. Often, when the main focus of work is the positive integers, the word prime will be used to imply a positive integer.

As soon as we start to extend this to the integers, and in particular, to consider the integers as having the structure of a ring, we add in a second unit $-1$ with $(-1)^2=1$. Even in this context it is possible to define the prime numbers as positive integers without too much inconvenience.

But if we extend further and add $i$ with $i^2=-1$ as another unit - note that $i\cdot -i=1$, we are in a different world. For example, $2=(1+i)(1-i)$ and $(1+i)=i(1-i)$ so that $2=i(1-i)^2$. Are these factorisations of $2$ to be taken as the same or different?

So very soon, in the context of ring theory and the theory of algebraic integers, we start talking about prime ideals (initially thought of as all the multiples of some prime $p$ - but extended beyond that idea too - an ideal which consists of all the multiples of a single element is called principal). And it is somewhat natural, if the ideal is principal, to call the generator a prime element of the ring. However, the primes are then only identified up to multiplication by units - $1+i$ generates the same ideal as $1-i$. One of the reasons for using ideals is that the uniqueness of factorisation can be maintained in this larger context. In $\mathbb Z$ both $2$ and $-2$ generate the same ideal.

A prime element of a ring is a nonunit $p$ with the property that if $p$ divides a product $ab$ then it divides $a$ or $b$. In the ring $\mathbb Z$ of integers, this property is shared by the (positive) primes $2,3,5,7,11,\ldots$ and also the negative primes $-2,-3,-5,-7,\ldots$, and even by $0$. However, the term prime number is conventionally used only for the positive prime elements of $\mathbb Z$, and there are good reasons for this convention, for example $15=3\cdot 5=(-3)\cdot(-5)$ shows that the prime factorization would be less unique than we are used to.

I just wanted to supply a specific quote from a text that defines prime numbers for negatives in the way that several of the other answers already affirm. This is from Hungerford's Abstract Algebra: An Introduction (sec. 1.3):

DEFINITION. An integer $p$ is said to be prime if $p \ne 0, \pm1$ and the only divisors of $p$ are $\pm1$ and $\pm p$.

EXAMPLE. $3, -5, 7, -11, 13,$ and $-17$ are prime, but $15$ is not (because $15$ has divisors other than $\pm1$ and $\pm15$, such as $3$ and $5$). The integer $4567$ is prime; to prove this from the definition requires a tedious check of all its possible divisors.

It is not difficult to show that there are infinitely many distinct primes (Exercise 25). Because an integer $p$ has the same divisors as $-p$, we see that

$p$ is prime if and only if $-p$ is prime.

In this case the Fundamental Theorem of Arithmetic is stated in terms of both positive and negative prime factors (Theorem 1.1), with the standard natural-number statement given thereafter as a corollary (Corollary 1.2).

Note that this is before rings (et al.) appear in this text (although of course they do later), so the definition is not restricted to that domain.