Yes, closed convex surfaces in spaces of constant curvature are rigid. See Chapter V of Pogorelov's book Extrinsic Geometry of Convex Surfaces.
As described at the beginning of the chapter on p. 270-271, the main idea is to reduce the problem to the Euclidean case. Pogorelov statessays that thethis reduction is similar for elliptic and hyperbolic cases are similar, but for simplicityand only considers the elliptic case, which is established in Thm. 1 on p. 321.