Yes, you can. Sprites can have any size.
PS: You don't say it, but I guess your purpose is to use bigger sprites for the hero, isn't it? In that case, you should not mix up the size of the sprite and the size of an entity, they are different things. Sizes of entities must be multiples of 8. However, the sprite of the hero can only be 16x16 at present, so if you use a very big sprite you may have problems because of the small size of the hero (it would have a weird effect against walls), so take this into account.