Yes, you can. It's so very important to use LOTS of lube if you are having anal sex.
A short story: My husband and I were out of lube, so we just used saliva. While we don't normally do that all of the time, we ended up doing it two days in a row without the lube. Both times felt great, but by the evening of the second time it felt like everything I have down there was messed up.
Lube, and again LOTS of it, goes a long way in preventing problems from anal.

