The thing about Brussels sprouts is that they are a pain in the butt. And I say that in the most endearing way. They are packed with deliciousness, packed tightly so that you need to peel off the outer layers and get to that clean middle. If you have ever done this, you've seen the yuck that can lie beneath. So yes. you definitely want to wash these little suckers. When buying them, I choose the ones that look clean from the outside and are a nice vibrant color. They usually have less yuck inside.