Yes and no. The writers of Heaven, Krzysztof Kieslowski and Krzysztof Piesiewicz, had laid the outlines for a trilogy by the name of "Heaven, Hell and Purgatory," where this movie is the first. The "sequels" are called
L'enfer (2005) (Hell) and
Nadzieja (2007) (Hope, but had working title of Purgatory).
The movies in the trilogy are thematically related, but there is no continuation of characters or story and so should not be considered "sequels."