Yes! Broccoli contains raffinose, a sugar that is not digestible and ferments in your intestines. It also has a lot of fiber, which can also lead to fermentation and gas. It also contains ethyl mercaptans, which contribute to odor in the gas.
Sauteing, baking, or boiling it can help (but will decrease the nutrient content); microwaving only helps a little. The amount you eat will also affect the amount of gas produced.