No we don't. Either did any other Christian up until 1800's. In 1830, a Scottish visionary, who belonged to a sect known as the Irvingites, claimed while in a trance that the rapture would occur before the period of persecution. This position, now known as the "pre-tribulational" view, also was embraced by John Nelson Darby, an early leader of a Fundamentalist movement that became known as Dispensationalism.
Darbys pre-tribulational view of the rapture was then picked up by a man named C.I. Scofield, who taught the view in the footnotes of his Scofield Reference Bible, which was widely distributed in England and America. Many Protestants who read the Scofield Reference Bible uncritically accepted what its footnotes said and adopted the pre-tribulational view, even though no Christian had heard of it in the previous 1800 years of Church history.
Eventually, a third position developed, known as the "mid-tribulational" view, which claims that the rapture will occur during the middle of the tribulation. Finally, a fourth view developed that claims that there will not be a single rapture where all believers are gathered to Christ, but that there will be a series of mini-raptures that occur at different times with respect to the tribulation.
This confusion has caused the movement to split into bitterly opposed camps.
The problem with all of the positions (except the historic, post-tribulational view, which was accepted by all Christians, including non-premillennialists) is that they split the Second Coming into different events. In the case of the pre-trib view, Christ is thought to have three comingsone when he was born in Bethlehem, one when he returns for the rapture at the tribulations beginning, and one at tribulations end, when he establishes the millennium. This three-comings view is foreign to Scripture.
Problems with the pre-tribulational view are highlighted by Baptist (and premillennial) theologian Dale Moody, who wrote:
As far as the millennium goes, as Catholics we agree with Saint Augustine and, derivatively, with the amillennialists. The Catholic position has thus historically been "amillennial" (as has been the majority Christian position in general, including that of the Protestant Reformers), though Catholics do not typically use this term.
The Church has rejected the premillennial position, sometimes called "millenarianism" (see the Catechism of the Catholic Church 676). In the 1940s the Holy Office judged that premillennialism "cannot safely be taught," though the Church has not dogmatically defined this issue.
With respect to the rapture, Catholics certainly believe that the event of our gathering together to be with Christ will take place, though they do not generally use the word "rapture" to refer to this event (somewhat ironically, since the term "rapture" is derived from the text of the Latin Vulgate of 1 Thess. 4:17"we will be caught up," [Latin: rapiemur]).
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