Probably. Do you live where it gets humid? Are the shelves wider than 15 inches? Are they deeper than 10 inches? Are the shelves painted or sealed?

MDF is susceptible to high humidity and it will sag under weight, it may take a year or two to notice the sagging. The wider and deeper the shelves are, the greater the chance of sagging.
The sagging on longer shelves can be minimized if you have extra supports beneath the shelves.

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