I was just wondering, I knew that they didn't speak it in the game, I'm just wondering if they knew the language or not.

Most of them only speak in the Dragon Language. The Elder Scroll's version of English, "Cyrodiilic", didn't come about until long after the Dragon Priests were dead. That said, it appears Morokei has some English dialogue:

http://www.uesp.net/wiki/Skyrim:Morokei_(creature)

I also noticed Miraak was once a Dragon Priest, and can speak English quite well. Not sure if he can be considered in this though.

My theory is that, in life, the majority of the Dragon Priests would have known both the Dragon Language and whatever the common tongue of the ancient Nords (Atmoran?) was. Now that they're undead, though, able to do what they please with all the time in the world? I don't see why they wouldn't bother to learn new languages, especially since you need to be able to communicate with the world if you hope to conquer it.

Morokei in particular makes sense, since the College of Winterhold quests sort-of confirm that he's been active for some time at least, and/or I guess he would have needed to do something to pass the time after getting sealed up. Miraak could have learned Cyrodiilic from Hermeas Mora, or at least found a book on it somewhere in Apocrypha and taught it to himself.

As for the other priests, well we can’t really find out if they know any other languages. Whether this is because they actually don’t speak anything other than Dovahzul, think the player is “unworthy” of being spoken to, or just plain don’t bother to switch to a language the player knows is pretty much up to headcanon.

Randomixx

My theory is that, in life, the majority of the Dragon Priests would have known both the Dragon Language and whatever the common tongue of the ancient Nords (Atmoran?) was. Now that they're undead, though, able to do what they please with all the time in the world? I don't see why they wouldn't bother to learn new languages, especially since you need to be able to communicate with the world if you hope to conquer it.

Morokei has at least had some interaction with the outside world and that is how he knows the language. I believe the other Dragon Priests have all been "sleeping" in the meantime, and Alduin's return triggers their awakening. The vast majority are entombed until you come across them.

Here's a follow up question, Why is Morokei awake to have interaction with the college, when the others are sleeping?

Hutson09

I also noticed Miraak was once a Dragon Priest, and can speak English quite well. Not sure if he can be considered in this though.

No, Miraak isn't a Dragon Priest Hermeus Mora gave him that mask

Dragon Priests can speak Cyrodillic, PROVIDING they are found near word walls (Nahrikiin isn't) because Dragon Priests are Dragonborn

DovaKiinZaan

Hutson09

I also noticed Miraak was once a Dragon Priest, and can speak English quite well. Not sure if he can be considered in this though.

No, Miraak isn't a Dragon Priest Hermeus Mora gave him that mask

Miraak is indeed a Dragon Priest and in addition to being the First Dragonborn was the leader of the Dragon Cult in the time that he existed. As with all other Dragon Priests, his mask was given to him by the dragons.

I'm not sure about who gave him the mask, but I'm positive he was a dragon priest, look, I even got a dragon to back me up! (Thanks paarthurnax!)

Hutson09

I'm not sure about who gave him the mask, but I'm positive he was a dragon priest, look, I even got a dragon to back me up! (Thanks paarthurnax!)

I am not sure who gave him the mask either, but UESP states it was from the dragons. The mask's name is "Miraak", meaning"Allegience Guide", which makes perfect sense if it was given to him by the dragons when he was a Dragon Priest. His mask looks decidedly Hermaeus Mora-esque though, so perhaps Mora tampered with it somehow.

The question remains, where did he (Miraak) learn to speak Cyrodilic? My guess is that Herma Mora taught him after he turned to the Elder Scrolls equivalent of the Dark Side. 

Well, if you take Miraak's mask off when he dies, he appears to be a normal human whereas the Dragon Priest appear to be Draugr. Miraak must've learned from someone. (Alduin! Nah, too obvious . . .)

It does beg the question how dragons know Cyrodiilic, especially the ones who have been dead in the interim. At the end of the day it's a gameplay convenience. At the very least, Miraak certainly would have had the resources to learn any language at his choosing.