Generally, no—changing lenses while the camera is powered on is not considered dangerous, and many photographers do it regularly without issues. There’s no solid evidence that it harms the camera.

A common concern is that a powered sensor might attract more dust, but the answers provided note there’s no clear evidence this causes real problems in normal use. In practice, lens changes are routine and cameras are designed to handle them.

The main thing to watch for is the same as with any lens change: avoid exposing the camera to dust, moisture, or debris any longer than necessary. If possible, point the camera downward and swap lenses quickly in a reasonably clean environment.

So if you changed the lens once while the camera was on, don’t panic—your camera is very likely fine.