In Legends continuity, Grand Moff Bertroff Hissa not only believed that the Empire was evil, but relished in it (with all the ham of a mustache-twirling villain):
To my fellow grand moffs, and to the grand admirals, other officers, stormtroopers, bounty hunters, slavelords, and slaves, I bid you all Dark Greetings!
—The Glove of Darth Vader (emphasis mine)
Said officers, stormtroopers, bounty hunters, and others seem to take his comments right in stride rather than being shocked by his blatant display of evilness. So yes, it does appear that the Imperials know they are evil.
In fairness, Hissa only appeared in the Jedi Prince young reader books, aimed at readers 7-11 or so, making it unsurprising that the bad guys are more obviously evil. This isn't representative of all officers, as there are many more cases of officers in Legends continuity who genuinely believe that they are doing good work with the Empire (e.g. Pellaeon, Thrawn, Baron Soontir Fel). Still, this book is officially part of the Legends continuity, goofy though it was.