Yes, California lies entirely west of the Mississippi River. The Mississippi flows roughly north-south through the central United States, forming borders for 10 states from Minnesota to Louisiana. California, on the Pacific Coast, is separated from the Mississippi by the entire width of the continental U.S.—approximately 1,500–2,000 miles (2,400–3,200 km) depending on latitude.
All of California's major cities—Los Angeles, San Francisco, San Diego, Sacramento—are west of the Mississippi. The river is a classic divider for "East" vs. "West" in U.S. geography; California is definitively in the West.