Most of the time, yes. However, there are some recipes and store-bought dressings that do not contain anchovies. Not everybody loves the idea at first, but anchovies are so important to giving a little extra flavor to your traditional caesar dressing. You'll find if a recipe calls for Worcestershire sauce, anchovies are often not included. However, since anchovies are Whole30 compliant and Worcestershire sauce is not, use anchovies if you are following those dietary restrictions.