Not on the early 2009's, not unless OP's machine is different from mine. On my early 2009, the thermal sensor was stuck onto the hard drive with a bit of tape. I just took it off the hard drive and stuck it onto the new SSD, no fan problems two years later.
OP: if you're following the iFixit instructions, read the comments first and DO NOT detach the main display cable. It's the devil to get back on, and you don't really need to. You just need something to prop up the display while you work on the rest. (I think I used a couple books.)
Good news for the OP, then. Mine is a late 2009 (10,1 System), and the sensor is inside the hard drive.
Update about my late 2009 iMac and the HDD fan control sensor: as mentioned before, the late 2009-2010 iMac's hard drive does not have a fan temperature sensor outside. Instead it's built into the hard drive. I replaced the hard drive with 1TB SSD from Crucial, and was using "SDD Fan Control" to control the cooling fan. While SSD Fan control works very well controlling the fan speed, I decided to buy a "DIY Hard Drive Upgrade Kit for iMac 2009-2010, and use the included sensor instead of an app to control the now SSD Fan speed (former HDD speed control sensor).
The kit costs $49.00 and includes the following:
-OWC iMac fan control unit
-SATA online power cable (a wire harness with a sensor attached, plus a plug for the temperature control, plus a SATA connector)
-Nylon pry tool
-2 ea. Torx screwdrivers (T-8, and T10)
-Microfiber cloth
- 2 ea. screen removal suction cups
Since the sensor and cable alone costs $39.99, I decided to buy the kit. The entire project took approximately 10 minutes, at which time I powered the iMac, and then removed the "SDD Fan Control" app. Then I powered down the iMac and restarted. It was nice and quiet as before, so it seems the sensor does its job controlling the fan speed. The sensor is attached to approximately the center of the SDD housing with double-side tape.