Yes, if your constructor does something meaningful. This is just like another method and should be treated equally for unit testsing purpose. Here’s an example that should need unit test:
It looks simple, so testing it should be simple, too. I would only skip the default constuctors, as long as they don’t do anything interesting.
I had a little habbit to put additional logic inside constructor, to be possible to write something like
= new DoSomethingClass(x, y);
I'm getting rid of that also because of bad testability. Instead of that I write now:
var smth = new DoSomethingClass(x, y);
smth.DoIt();