Yes you can!
In fact, there have been thousands and thousands of students who prepared for their PMP exam with a good self study course.
Consider the following options if you are planning to study on your own:
- The PMBOK® Guide
Study it at least twice. There is no way around it. - Online PMP Courses
Almost all training providers offer a recorded version of their PMP training online. Some are better -- some are worse. As a rule of thumb we can say that those courses specifically developed for online consumption are better suited. - Downloadable Courses Like a PMP Podcast
Using a PMP podcast (or another form of a downloadable course) gives you the flexibility to carry the course with you no matter where you go. In this way you can study practically everywhere. For example you can whip out your phone as you are waiting at the doctors office and watch 15 minutes of training. - Books and Study Guides
Next to the PMBOK® Guide you also want to purchase a good exam prep book, also known as a "PMP Study Guide". The best use of such a guide is to read it parallel to the PMBOK® Guide. Study a chapter in the guide, then go ahead and review the same chapter/topic in your separate prep book, which will explain the concepts and methods in much more approachable language. - YouTube Videos
YouTube offers a vast number of exam training videos for you to watch for free. Please do not make these videos your primary (or only) source of exam prep training because more often than not these videos are only focusing on one specific concept and they simply cannot deliver the full training you need in your exam preparation. - Exam Simulators
As you are preparing for the exam using self-study, the only way for you to gauge if you are ready to take the exam is by using an exam simulator. These simulators allow you to take "mock" exams just like the real thing. This allows you to measure and see how you are doing. - Study Groups or Study Partners
Even though we are talking about "self" study here, we must discuss the fact that studying on your own can sometimes be a bore! You have to be really good at motivating yourself to stay focused and upbeat for weeks at end. So why not reach out and find a study partner? And in today's day and age your study partner doesn't even have to live in your area. You can easily meet twice a week over Skype. You can find a study partner by posting a message in online forums, which is our next point just below. - Online Forums
Are you stuck in your studies? Got a question? Need a study partner but don't know where to turn? There are dozens of online forums where you can post your question and get answers!