Yes, especially if the water is hot although the effect is likely too small to notice. There are two effects. The very small one is the drop in temperature you get from the pressure drop. That makes the air colder than the water and the water will transfer some energy to the air and cool very, very slightly. A slightly bigger effect but still small is the amount of water the air can hold. When you release the pressure, you will get a little more evaporation off the surface of the water, reducing the temperature a bit.