The answer is no, not in any significant way. I suppose over the course of thousands of calls, you might see a few microseconds (or less) difference between some code with a try/catch and some code without, but as try/catch is a language construct, you're not incurring significant overhead.
It's just the same as using a for loop, or an if/else.
The true test is to benchmark your code and see for yourself. ;)
Edit: I should clarify that the actual throwing and catching of an Exception may have some overhead involved, since an Exception object must be generated, etc. This is slightly different than just measuring the try/catch execution itself.