Coffee definitely has a diuretic effect - meaning it causes you to need to pee. The same thing happens with sodas and so on with caffeine. So yes, you want to be cautious when drinking anything with caffeine that you also drink non-caffeinated beverages to balance those effects out.
I avoid caffeine in general for a variety of health reasons. This is just minor compared with other things caffeine can do to the body. It's good to look into your particular health situation to see how caffeine might be impacting it.