The properties and the behavior of a medium in response to electromagnetic waves are depended to the frequency of the wave. for example in coppers wires, we have slight attenuation per length for low frequencies like telephone lines, but for high frequencies we have very high attenuation. wireless channel is exactly the same but more complicated because it not depends on the materials existing in the medium, but also to the shape and the place of those materials. for one frequency you might have very high attenuation or unsuitable phase shift or maybe both, but you might not have any of those in one other frequency. Or maybe in one frequency band you might have interference from other wireless devices which are transmitting on the channel, and less interference in other frequency. So the answer to your question is basically YES! you may get better reception quality by changing your carrier frequency.
if you don't mind I give a better practical example.
in satellite communications, in a rainy environment, when we are receiving in C-band which is 4-6 GHz, you have a better quality of reception than receiving a signal in Ku-band which is about 12-16 Ghz. because rain drops, absorb the wave in the ku-band. so as I said the channels in communications, specially the wireless ones, are pretty much frequency dependent.