The short answer
Yes, but not the sand-dune kind. The Agafay is a hammada: a dry desert of clay, rock and gravel about 40 minutes south-west of Marrakech, with the High Atlas behind it. It has no Saharan dunes. For those you need Erg Chebbi at Merzouga or Erg Chigaga near M'Hamid, both days away by road.
In more detail
Desert describes dryness, not sand. Most of the Sahara is stone and gravel plain, and the Agafay is that kind of country: bare, folded hills of pale clay that turn gold and pink at sunset, with the snow-capped Atlas on the skyline from late autumn into spring. Photos of its camps can look like the deep Sahara, which is where the confusion starts.
Its strength is distance. It is about 30 km from the city, so you can leave in the late afternoon, ride a camel or a quad over the ridges, eat dinner at a camp and be back at your riad the same night. Many camps also run overnight stays in large tents or domes, and the sky is properly dark once you are out of the city glow.
If you go knowing what it is, it is a good evening. If you go expecting soft orange dunes, you will be disappointed. Many of our guests do both: an Agafay sunset early in the trip, and Merzouga as the main desert event.