Yes, water vapor condensing to liquid water at humidity below 100% is an exothermic reaction, and the amount of energy released is (per Google) 2259kJ/kg. So any device that wants to condense 1kg of water has to dissipate at least 2259kJ of energy somewhere, assuming it is in any way temperature-dependent (if it can keep condensing water even if it becomes hotter, then this is somewhat evaded).

For context, that amount of heat is five times the amount needed to heat 1kg of liquid water from 0° to 100°C (without thawing or boiling it). So it's not in any way a trivial amount.