Most pre-made oatmeal cookies contain gluten. Unless specifically labeled gluten-free, even flourless oatmeal cookies likely contain at least trace amounts of gluten due to flavor additives and possible cross-contamination from non-gluten-free kitchens. Fortunately, there are many companies that bake gluten-free oatmeal cookies.
Websites like Drlucys.com sell many gluten-free cookies, including oatmeal. Try the gluten-free section of the local grocery store. There are also many recipes available online for gluten-free oatmeal cookies. If baking, be sure to purchase ingredients labeled gluten-free to avoid sneaky gluten from additives and cross-contamination. Both Bobsredmill.com and Glutenfreeonashoestring.com provide well-tested and highly rated recipes for gluten-free baking.