First, I hope we're talking about the original, and not the terrible remake. The answer, I believe, is yes. When Quaid goes to Recall, one of the doctors makes reference to "blue sky on Mars." That's the first hint. I also remember reading something about how, at the very end, when the video fades to black, that's supposed to signal Quaid being lobotomized.
Remember that nasty doctor who visits Quaid at the Hilton on Mars? Watch the movie again, but with the assumption that everything he says is true.