It sure is; here's a video demonstrating the effectiveness. Shutting your door can mean the difference between life and death. I encourage anyone to watch or re-watch this, just to hammer it home.

Unfortunately, my cats can't deal with shut doors, so if there's ever a fire in my apartment, at least we'll all go together 🙃

Using thermal imaging cameras, researchers found that closed-door rooms on both floors during the fire’s spread had average temperatures of less than 100 degrees Fahrenheit versus 1000+ degrees in the open-door rooms. “You could see a markable difference that a person could be alive in a room with a closed door much longer,” says Kerber.

Gas concentrations were markedly different as well. The open-door bedroom measured an extremely toxic 10,000 PPM CO (parts per million of Carbon Monoxide), while the closed had approximately 100 PPM CO.

https://fsri.org/programs/close-before-you-doze

In that case, keeping the doors and windows shut will give you the best chance of survival, because there will be less oxygen flow and thus a slower burn.

You’ll need to call in a fire emergency, lie low on the ground, and try to use a rag/shirt/towel to filter some of the smoke while you wait to be rescued. You still might die, but at least this way you have a chance.