Yes, when Joseph died, he was embalmed and put in a coffin in Egypt. He was not put in a pyramid like they did with all the pharaohs. Joseph knew that his home was not in Egypt, but in the land of God. And it is great to read in the Bible what happened at the exodus. Joseph’s bones were taken from Egypt by Moses (Exodus 13:19) and later buried at Shechem (Joshua 24:32).
22 C'est par la foi que Joseph mourant fit mention de la sortie des fils d'Israël, et qu'il donna des ordres au sujet de ses os.