According to the FDA, you should “wash all produce thoroughly under running water before preparing and/or eating, including produce grown at home or bought from a grocery store or farmers’ market.”
When you are ready to use your mushrooms, wipe gently with a damp cloth or soft brush to remove dirt. For volume preparation, quickly rinse in cool water; drain. Shake gently to remove excess water. Do not soak mushrooms because they absorb water which speeds up their breakdown.
For sliced mushrooms, quickly rinse over running water and immediately pat dry.