The answer, broadly, is "Yes." Part of this is merely a function of how diseases spread: diseases jump from person to person, and it goes without saying that people live in closest contact to each other in cities. However, it is very difficult to make any definite numeric comparisons because most of the data on-hand is almost exclusively urban, in addition to being very often highly anecdotal, and also difficult to differentiate as the "Plague" spread across Europe in sporadic waves.

Because the plague came and went in "waves," it is difficult to come up with definitive "totals" of lives lost. What is certain is that the plague was not a one-off event: the Black Plague would reappear with varying severity at irregular intervals of anything between 6 to 12 years, and specific reoccurrences would reach different places at different times. The Italian city of Milan, for example, first encountered the plague in 1348 and would have to contend with reappearances until 1633. Sure, for convenience we might break down trends and observations in pre-Plague or post-Plague terms but we shouldn't forget that the impact of the Plague nonetheless should be framed as the impact of a recurring and persistent phenomenon in Europe, and defining a the watershed at any point is bound to come up with problems: picking a point in or around the turn of the 15th century, for example, would exclude socially significant waves in the 17th century (after which the Venetians would spend thirty years building a massive church specifically to commemorate its end, to give you an idea of what residents of just one city felt). This might be the first step in answering to your question: in order to offer a concrete answer, we need to define "Which Plague?"

Anecdotal evidence, while often the only thing to go by, is hardly adequate for comparative statistics. And while we might have hard statistics in some places, we don't have them in others, for example: the Florentine city government (specifically, the Grain Office) kept tracks of causes of deaths for purposes of planning the bread dole, and we can conclude that in plague years, very many more people died than in non-plague years. But Florentine records only start at 1450, do not delve into events in the countryside (or towns outside Florence) and besides, in many other "natural peers" to compare Florence with accounts are not statistical, but purely anecdotal. Seven months ago, I wrote this answer on the Milanese response to the "First Wave" of plague in 1348, which was noted by contemporaries as being less severe there than elsewhere. However, in that answer I do somewhat fail in emphasizing one thing: there are only two primary accounts, and the most detailed account is not one of those (it is offered by someone who was in Siena, and not in Milan at the time of the plague's outbreak). Further, no account gives much to go by on in terms of concrete numbers, beyond specifying that they believed Milan was less impacted than similarly-sized cities in Italy.

If we take as given that in 1348 the city of Milan was indeed impacted less than its peers (that is to say cities like Venice, Florence, maybe Genoa too) it is possible that the city's strong links to its extensive agricultural hinterland allowed a larger number of residents to escape person-to-person transmission by relocating to the less dense countryside; a luxury which residents of the the denser and more mercantile cities elsewhere in the peninsula did not benefit from. The thing is, there aren't really analogous accounts of other cities in other parts of Europe located in wide-open plains (where those who could were able to easily relocate to the countryside) where it is noted that they had experiences of particularly mild manifestations of the plague as Milan did. Even if we can't know for sure if the milanese managed the first wave better than others, there is nonetheless an important point to be said for aristocrats fleeing the city for their estates in the countryside: in subsequent centuries, those Venetian dynasties that had intermarried with their peers on the mainland very much found increasing reason to abandon their city during plagues, while the Milanese burghers would come to view aristocrats who didn't leave the city during plague recurrences very suspiciously. People fleeing the city for the countryside during plague outbreaks would even become a literary trope.

Another phenomenon that might corroborate our intuition that death tolls were lower in the countryside has to do with the consequences of wage increases observed after plague years: as workers in cities became more scarce, they could demand higher wages. This process attracted workers from the countryside to the cities, with the ensuing effect that in many places, oppressive laws were put in place trying to keep agricultural workers tied to the land. It's also significant to point out that agricultural output remained constant throughout plague outbreaks, meaning that if there was a population loss in the countryside, it was not significant enough to have an economic effect as it had in cities. I wrote about these phenomenons in this older answer which you might be interested in.

Needless to say, the Plague (especially the "First Wave") caused significant social and economic upheaval. Interestingly, the damage was mostly felt by the capital-owning class: landowners found fewer buyers for their produce, while workshop-owners and merchants found fewer buyers for their goods. Long-distance trade suffered, as the reduced volume of goods being demanded did not justify long and risky journeys. The trope of people isolating themselves in the countryside emerged in literature, while macabre personifications of death began emerge in visual art. Everywhere, churches were dedicated to the departure of the plague (the Venetians did this twice, first in 1577 and again after 1631). In other words, the Plague was most certainly a lasting and significant economic and social event everywhere it appeared, devastating cities and towns across europe.