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In general, yes. However, remember the purpose of the fuse is to act like an open circuit when blown. A blown fuse appears like two metal plates separated by an high dielectric media. (usually either air or an inert gas) This is the recipe for a capacitor. Since capacitive reactance goes down as frequency goes up, the fuse may blow but high frequency energy will still be tranferred to the output via the capacitor effect.
How much energy still gets transferred depends on the operating frequency and the dimensions of the fuse. While it might be too little energy to operate the equipment, it could be enough to still provide an electrocution hazard to people.
Also, many fuses are made up of high wire coiled up to produce a sturdy element. This coiling adds some inductance. At very high frequencies, the inductive effect will tend to limit current flow even when the fuse is good.