Aehm… of course you do!
You should immediately back up your private key in a couple of places at least.
Only back it up into your email account in an encrypted file with a good password, just in case that email service gets hacked, or somebody accesses your email on your computer.
Same goes if you use some cloud mining service like Dropbox.
You can also save it on a USB memory stick and put it somewhere safe, like a bank.
Oh and don’t forget that password