Yes, closed convex surfaces in spaces of constant curvature are rigid. See Chapter V of Pogorelov's book [Extrinsic Geometry of Convex Surfaces][1]. 

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 states the elliptic and hyperbolic cases are similar, but for simplicity only considers the elliptic case, which is established in Thm. 1 on p. 321.


  [1]: https://www.ams.org/books/mmono/035/mmono035-endmatter.pdf