Yes. From page 19 of the rulebook:
Each player can select any unit in their attacking or defending force as a casualty, including fighters. However, at no time can an army not have at least one infantry unit present. In other words, if a player has one infantry, one tank and one artillery unit left and is required to remove two of these three units, the infantry unit cannot be selected as one of the casualties because this would leave him or her with no infantry. Infantry belonging to a friendly power in the same territory do not fulfill this requirement.