If you are already on NME 3.3.3 (latest release), no. It comes with Haxe 2.09. But I am guessing it will not be long before another NME release and it will probably come with Haxe 2.10.
Don't know if something would brake if you updated to 2.10 per Haxe installer but am not going to find out.
Joshua is probably working at it as we type.