One may if it's tzanua and all laws of Orach Chaim 240 are observed. See Chazon Ovadia, Sukkot, pg. 194 (as well as 83 and 130) plus a few more items cited on Halachipedia:
Rama 639:2 writes that reason for those who don't sleep in the sukkah if a married man would sleep alone in the sukkah that wouldn't be a fulfillment of the concept of dwelling in the sukkah like we dwell in our homes during the year. However, he concludes that it is preferable to sleep in a private sukkah with his wife.
Taz 639:9 asks on the Rama that if he is correct the Sukkah should be pasul since it isn't fit to be used for sleeping (Rama 640:3). Rather he defends the Minhag in another fashion. He writes that a married man has a mitzvah to sleep in the same room as his wife to gladden his wife even if she isn't Tahorah. That mitzvah makes him exempt from the sukkah.
Magen Avraham 639:8 has a different justification which is that a person would be pained about not being able to sleep in the same room as his wife and someone who is pained by the sukkah is exempt. He explains that this doesn't render the sukkah Pasul since it is fit for sleeping and he just has a personal external exemption. Rav Ovadia Yosef in Chazon Ovadyah (pg 196) agrees with the Taz.
HaGr"a 639:13 argues with the Rama. Following the Gra, Mishna Brurah 639:18 writes that men are obligated to sleep in the Sukkah without their wives and it’s not pained by not sleeping in the same room as his wife unless it’s the night of Onah.