No, there is not enough evidence for this claim, according to the NIH:
What the Science Says
A few small studies have found that fenugreek may help lower blood sugar levels in people with diabetes.
There is not enough scientific evidence to support the use of fenugreek for any other health condition.
Fenugreek. Natural Medicines Comprehensive Database Web site.
Accessed at www.naturaldatabase.com on August 18, 2009.
(Trigonella foenum-graecum L. Leguminosae). Natural Standard Database
Web site. Accessed at www.naturalstandard.com on August 13, 2009.
Fenugreek seed. In: Blumenthal M, Goldberg A, Brinckman J, eds. Herbal
Medicine: Expanded Commission E Monographs. Newton, MA: Lippincott
Williams & Wilkins; 2000:130–133.
National Institutes of Health : Herbs At A Glance : Fenugreek