The answer to this question can be positive and negative both. Just because you are 'feeling' pregnant, doesn't mean that you are pregnant. Morning sickness does happen in the early stages of pregnancy but it can't always be confused with the presence of positive pregnancy. There are many other reasons which are associated with occurrence of morning sickness.
During my wife's pregnancy, she had morning sickness in the first few weeks of pregnancy. It can also occur during pregnancy or without being pregnant. You need to differentiate your condition as per guidance of the doctor and get treated for the same if required.