No, there’s nothing wrong with your brakes, this is what an anti-lock braking system (ABS) does. When you brake hard in a car without ABS, you will often lock up one or more wheels depending on the speed, road conditions, etc. This wheel lock-up results over longer stopping distances. On a car without ABS you should manually pump the brakes to prevent wheel lockup.
On a car with ABS, the computer keeps your brakes from locking up. Your foot should remain firmly on the brake pedal, which allows the system to automatically pump the brakes. This on and off pressure to the wheels is felt in the brake pedal as a vibration or pulsation.