This was solved in the affirmative if the minimum degree is larger than some absolute constant by Liu and Montgomery [LiMo20] (therefore disproving the above stronger conjecture of Erdős and Gyárfás). Liu and Montgomery prove a much stronger result: if the average degree of $G$ is sufficiently large then there is some large integer $\ell$ such that for every even integer $m\in [(\log \ell)^8,\ell]$, $G$ contains a cycle of length $m$.
An infinite tree with minimum degree $3$ shows that the answer is trivially false for infinite graphs.