Yes - it means a psychological / psychiatric disorder.
The word 'complex' can also be used to describe something that is complicated (the complex mathematical problem) or even a group of buildings (the shopping centre complex).
If you want to be very clever, you can use all three variants together in one sentence, to describe the mental disorder somebody has when they are afraid of complicated groups of buildings :o
They have a "complex complex complex" :o :o :o !!!!