Yes Peter is from the Mirror world. There is even a flashback where he recalls Walter kidnapping him but he thinks it's a nightmare. It's a repressed memory.

btw I said this on the other thread but the last Fringe was similar to an X-Files episode called "Eve" I think that was season one. Though the Eves didn't have the power of mind control they were both brilliant and homicidal at an early age which is always fun.