The short answer to this is yes. That is an easy troubleshooting tip to try.

If you do not clean the steam wand each time you use it, you could find that it stops working properly.

What happens is the milk from the drink you are making dries up inside the steam wand.

That causes the wand to become clogged. If this occurs, you need to remove the wand, take it apart, and give it a good cleaning.

By running a little water through your wand, and wiping it down with a clean, damp cloth, after each use, you can avoid having to take the wand apart to clean out a clog.

Other things that can cause your steam wand to stop working right are, calcification in the elements or boiler, which means you need to descale your machine, or the steam mode may not be turned on.