Based from this thread, you don't need internet for GPS.
GPS is basically a satellite based positioning system that is designed to calculate geographic coordinates based on timing information received from multiple satellites in the GPS constellation. GPS has a relatively slow time to first fix (TTFF), and from a cold start (meaning without a last known position), it can take up to 15 minutes to download the data it needs from the satellites to calculate a position. A-GPS used by cellular networks shortens this time by using the cellular network to deliver the satellite data to the phone.
However, all that is derived that is Geographic Coordinates (latitude/longitude) is impossible to obtain more from GPS only. So you need an internet connection to get the Lat,Long and altitude.
You may also check this thread: Use FusedLocationServiceApi without internet connection