Yes.
This is explicitly stated in the rules.
- Warlord
ThusYou receive one gold for each military (red) district in your city. At the end of your turn, you may may destroy one district of your choice by paying a number of gold equal to one less than the cost of the district. Thus, you may destroy a cost one district for free, a cost two district for one gold, or a cost six district for freefive gold, etc. You may destroy one of your own districts. You may not, however, destroy a district in a city that is already completed by having eight districts (or seven districts when the Bell Tower is in play).
[Emphasis added]