I'm afraid not. An Epic is not considered to be a strong container of issues, just an ad-hoc grouping. You can delete the Epic, and it won't touch the issues, except for removing their Epic Link.
What you'll need to do is run a search for "epic link = <your epic>", use bulk edit to remove all the issues, then delete the epic manually.
(Before @Joe Pitt gets in - I very strongly recommend not deleting issues. Delete really does mean delete. Any mistake and you'll be looking at complex and painful "restore from backup, extract issues, merge them back in" type routines)
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