Yes and no. You don’t pay any fees to receive your money, such as your paycheque from your employer. However, your employer will often need to pay a fee to send the money to you.
A common form of direct deposit that’s used between regular people is the Interac e-Transfer. Depending on your financial institution, you may be charged a fee when you send an e-Transfer, or your bank account may include a certain number of free e-Transfers.
Wire transfers are similar to direct deposits, and they often come with fees for both the sender and receiver.