Yes. The Modern Language Association says to double-space the entire research paper, including quotations, notes, and the list of works cited.
That rule covers every part of the paper, so MLA format calls for double spacing rather than 1.5 or single spacing. The heading on the first page (your name, your instructor’s name, the course number and the date) goes on separate double-spaced lines, and block quotations stay double-spaced as well. On the Works Cited page, you double-space between the centered title and the first entry and double-space the whole list, using a half-inch hanging indent for entries that run longer than one line. Tables are double-spaced throughout too. The same MLA guidance calls for one-inch margins on all sides, a readable typeface such as Times New Roman set to a standard size like 12 points, and a half-inch indent at the start of each paragraph.
Source: MLA Style Center, “Formatting a Research Paper”
Image: MLA Handbook, ninth edition cover, by Mlaoutreach, CC BY-SA 4.0, via Wikimedia Commons.