Yes we definitely do (not counting virus) because all living things share ~5/10% of their genetic material (like you share 10% of your genes with some bacteria) [1] which is very unlikely if it were purely random. This is of course one evidence, there are more evidence towards this. Read: https://en.wikipedia.org/wiki/Tree_of_life_(biology)

BTW this organism is called LUCA. Read: https://en.wikipedia.org/wiki/Last_universal_common_ancestor

[1]: https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3338800/