No. It was the Teselecta that was shot in "The Impossible Astronaut".
Of course the Doctor has died and regenerated 10 times, and he's appeared to die but escaped in other ways many more times, and there have been alternate timelines where he was dead, and so on. If you're asking about a specific instance, please be more specific. But in general, he's not actually dead (or they wouldn't be filming Series 7).