NO! NOT THE DEVIL-CAT AGAIN!!!
Actually, no. Mules are among a few hybrids that aren't always sterile. I don't think they even are 99% of the time- it's just because they're common hybrids that they must've gotten their reputation.
It's a common misconception that hybrids are always sterile. The common species theory simply requires them to be probably sterile- most of the time, a hybrid is invariably sterile, but there are examples, particularly among plants, where interspeciation can create viable new species.
I think it has something to do with certain genes being very similar... or is it that the chromosomes have to be the exact same length in both species? I forget. Something like that. Anyway, it's not particularly suprising.