It depends on the recipe. Most oatmeal cookies are made with a combination of oats and flour, so they would not be naturally gluten free. There are certainly oatmeal cookies that are made only with oats or oat flour and as long as the oats are certified gluten free and the other ingredients are also gluten free, the cookie could be gf as well. To be on the safe side, make sure you're using a recipe that is made to be gluten free.