That is what the book says. Montag, thinking back, realizes, "Beatty had wanted to die. He had just stood there, not really trying to save himself,...joking, needling, ...yelling at people and making fun of them." Montag feels that Beatty was egging him on, oddly wanting him to throw the flames at him and end his life.
It seems odd though; Beatty, such an intense character who avidly promoted his society's ideals, had been miserable? It is only after we learn that Beatty had wanted to die that we can look back and see some of the hints and clues that he left. He told Montag that he had read, suffered an identity crisis, wanted to blow up the world or stage revolutions. He was highly read, highly informed, and had returned to being a fire chief. So he had the background of a potential revolutionary, but instead turned his hatred on others who had been like him; perhaps this hypocrisy, and the true knowledge of the emptiness of their society had gotten to him in the end.
Beatty was someone who had learned what the wrong ways of the society had done. Yet still, went back to burning the things that had taught him the very thing that sought out in the begging. He wanted to be burned because as quoted "don't face a problem, burn it." He burned his problem away because he no longer wanted to go back to supporting the "tyranny of the majority" and the evils the society had committed.