Yes. A change of state is a physical change in a matter. They are reversible changes and do not involve any changes in the chemical makeup of the matter.
The atoms and molecules that make up matter are always moving. Even the molecules in solids are moving, just not very much. When matter is heated enough, the molecules move faster and with greater energy. If enough heat is added, a solid can become liquid and a liquid can become gas. In the same way, molecules slow down when they are cooled. Matter that is cooled to a certain point changes.