No. There is no theoretical lower limit to electromagnetic wave frequency. Grab a comb, brush it through your hair to get electrically charged, now wave it around. You've just made EM waves.
Of course, in practice, you would never use such low frequencies for communication because you'd need antennas thousands of miles in length to get decent output power, and even then you would get lousy bandwidth.
The radio frequency ranges you read about (HF, VHF, etc.) are set entirely arbitrarily. Don't lose sleep over it.