Yes, but there are other witnesses that claims to have seen him at the scene. It is also known that he left his office 50 meters from the murder scene 23:19 or 23:20 (exact time is hotly disputed) and returned to it at 23:40. According to the night watchman he was visibly shaken and they spoke about the murder that he had just witnessed. Not exactly how you expect someone who just has murdered a prime minister to act.