Short answer is "yes", Prussia was a member of the Holy Roman Empire until its demise under Napoleon.

More detailed answer: The kingdom of Prussia was a collection of territories ruled by the Hohenzollern monarchy. This state had areas that were part of the HRE and areas that were not. The historical kernel of Prussia was the Mark Brandenburg with its capital at Berlin. Brandenburg was a part of the HRE, and the ruler of Brandenburg (who were the eventual Kings in/of Prussia) was an Imperial Elector, meaning they were one step below the Emperor. As the Hohenzollerns monarchy expanded, they came into control of areas to the east of Brandenburg, including ducal and royal Prussia (areas that were part of the Polish-Lithuanian Commonwealth), that were not part of the Holy Roman Empire. They also expanded westwards and picked up lots of territory along the Rhine river in the western part of German speaking Central Europe. Here is a nice map of the HRE from just before the outbreak of the French Revolution. You'll see in the upper right that there are portions of the Kingdom of Prussia outside the borders of the HRE, yet the large blue area shaded in the upper right, labeled the Electorate of Brandenburg inside the borders. Over on the left side, you'll see other blue shaded areas near the border with the Netherlands (see for example the area labeled Hzm Kleve). All of those areas are part of the same state ruled by the Hohenszollerns and which historians refer to as the Kingdom of Prussia.