Keep in mind that this is not Judas Iscariot, the betrayer, but (Jude) Thaddeus, cf. Mark 3:14-19.
14 Then He appointed twelve, that they might be with Him and that He might send them out to preach, 15 and to have power to heal sicknesses and to cast out demons: 16 Simon, to whom He gave the name Peter; 17 James the son of Zebedee and John the brother of James, to whom He gave the name Boanerges, that is, Sons of Thunder; 18 Andrew, Philip, Bartholomew, Matthew, Thomas, James the son of Alphaeus, [Jude] Thaddaeus (bio.), Simon the Cananite; 19 and Judas Iscariot, (bio.) who also betrayed Him.
You can search our database for questions concerning whether Jesus had any immediate family e.g. brothers and sisters. (Example) We have answered this before in detail but the short answer is No, He had no siblings. The Church holds Mary's perpetual virginity and references to brothers in the Scripture simply means his extended family (the same word is employed for cousins, brothers and uncles, etc.)