There might be two parts to this question. If you look at just the lights the answer is most certainly yes. The efficiency might worse but it will use less electricity (power).
If you were to look at the circuit that includes the lights AND the dimmer than the answer is maybe. If the dimmer is an old fashioned rheostat (variable resistor) then the answer would be that the energy is the same - it's either dissapated in the lights, the rheostat or both. If the dimmer is a more modern electronic (triac, other) dimmer then less energy is likely to be used as the dimmer actually turns the power off for brief moment to achieve the power reduction to the lights.