Yes, tickets are generally cheaper in advance (except for peak-time services).
For example, single tickets for travel between Lille and Paris on this coming Monday are priced at either £38.00 or £52.00 (depending upon your choice of train). Tickets for Monday 12th December are available at these prices: £16.00, £17.00, £18.50, £24.00, £27.00, £34.00, £38, £41.50, £49.00 and £52.00 (again, depending upon your choice of train).