Actually the answer to the title question is yes. Yes, but! Research has shown that many essential vitamins such as A, D, E, and K need a little fat to help the body absorb them. Here is where the but comes in. Some fats do need to be avoided, trans fat being the main one. Also saturated fats should be low, no more than 2 grams per serving and non if they come from partially hydrogenated oil.
The best salad dressings to use should be ones that are low-fat made with one of the following oils - olive, canola, or walnut, all of which can actually help lower LDL (bad) cholesterol.