No. Acupuncture works whether or not you think it will. Acupuncture is even used successfully on animals and children. They do not understand or believe in the process, yet they get better anyway. A positive attitude helps with any type of therapy, but it is not necessary to believe in acupuncture (or to feel it working) for it to work.
This is a common question we get asked. The answer is no. One does not need to believe in acupuncture for it to work. Several studies show changes in brain patterns, circulation, endorphin and endogenous opioid release in studies where the patient is blinded, not knowing whether or not they are receiving acupuncture or placebo. Furthermore, animal studies show similar physiological changes. Dogs, mice, and horses (the usual test subjects) have no beliefs on the subject :)