Do I have to turn off the power to change a fuse?

Excuse me, I'm a bit confused about something regarding electrical safety. I'm in need of changing a fuse in my home, but I'm not entirely sure about the proper procedure. Specifically, I'm wondering if I absolutely need to turn off the power before attempting to replace the fuse. Could you please clarify whether this is a necessary step for ensuring my safety while performing this task? I'd greatly appreciate any guidance you can provide.