Not always.... for 3 years he did not
Gal 1:15 But when it pleased God, who separated me from my mother’s womb, and called me by his grace,
16 To reveal his Son in me, that I might preach him among the heathen; immediately I conferred not with flesh and blood:
17 Neither went I up to Jerusalem to them which were apostles before me; but I went into Arabia, and returned again unto Damascus.
18 Then after three years I went up to Jerusalem to see Peter, and abode with him fifteen days.
However, He did go up to Jerusalem to keep the law. Nobody is keeping the feasts of the law anymore.