Yes and theres proof however, you will need to make Ghusl or you cannot pray salah.
Narated By Abu Bakr bin ‘Abdur-Rahman : My father and I went to ‘Aisha and she said, “I testify that Allah’s Apostle at times used to get up in the morning in a state of Janaba from sexual intercourse, not from a wet dream and then he would fast that day.” Then he went to Um Salama and she also narrated a similar thing. – [Bukhari Vol.3, Book 31, #153]