No. Use NiMh rechargeables to cut your battery cost in the long long run. I haven't experimented with them in the NEO yet so I don't know it their life span is good. In some things, like my camera, they last twice as long. Others, like my thermostat, they hardly work at all. Then others, like my GBA, end up getting fried. Shouldn't be a problem with the NEO though, several pronto users have had no problem with them.