Yes, non-regular languages are closed under complement as well.
Suppose the complement of L1 is a non-regular language. If L1 is regular, then "the complement of L1 is also a regular language", which is not true. Hence L1 cannot be regular.
More generally, suppose we have defined a collection of languages as myLanguages. Then
myLanguages are closed under complement $\Longleftrightarrow$ non-myLanguages are closed under complement
For example, we have
- non-context-free languages are not closed under complement.
- non-context-sensitive languages are closed under complement.
- non-deterministic-context-free languages are closed under complement.