Not quite. 'Perverse' usually means doing something against the natural order. A perverse pleasure is something you enjoy, but probably shouldn't. Perhaps a favourite food you are allergic to. Or laughing when someone falls and hurts themselves. Picking scabs off your knee, knowing it's going to bleed...

"Perverse pleasure" means something that seems as if it should not be enjoyable, but that you enjoy. "I should read 'better' books, but the fact is that I take a perverse pleasure in reading Lee Child's cheesy thrillers about Jack Reacher." For example, in a Gilbert and Sullivan song, a character sings: "Oh, don't the days seem lank and long When all goes right and nothing goes wrong, And isn't your life extremely flat With nothing whatever to grumble at!" This character takes a perverse pleasure in being irritated, because he actually likes complaining about how terrible everything is.