Not if you don't want to!
You have to look at the industry you are in and decide whether brochures will benefit you or just be a needless cost to the business.
It is quite common these days to have a PDF brochure on your website which is downloadable and thus printable by the enquirer. Also, because e-mail is now the most prevalent form of business communication, the immediacy of sending a potential client your brochure on line has great benefits.
Maybe you don't need a brochure anymore; maybe it would be best to print targeted mail pieces, information sheets, case studies, etc. if you need to print anything.
The traditional brochure can still have great benefits, but think about what they will do and make sure they are used to produce the intended result i.e. they go to the right people, they don't go out of date by sitting in a store cupboard, etc.
Basically, think about what your business needs when it comes to business documents and not what you think you should do. Make your choice, not everyone else's!