Yes, but it is rather pointless.
Here is why -
Bathmate is a hydropump, it needs water in order to build up enough suction to create a vacuum for adequate gains.
It's not meant to be used without water.
Now, hypothetically, you could use the Bathmate without water, but you will not see any gains from it, because the water is required to create the vacuum that is strong enough to stretch the tissue and bring about length and girth gains over time.
The only way to introduce 'air' into the equation is to use the Bathmate Xtreme, which has the capacity to apply very significant air pressure.
There's one modification that was invented by the community at MattersOfSize that uses a wine stopper to generate air pressure.
The best way to gain further expansion is to do jelqing exercises before your Bathmate session - something that you should do with caution, especially if you are new to using the Bathmate.
If you want to use the Bathmate outside of the shower to do "Bathmate Stretches" to target length, there is nothing wrong with this but you will have to fill up the pump with water and put it on as you would do normally.
You can use the Bathmate without water - but it won't do anything for you.
Use it as directed.
For more information on all the models of the Bathmate Hydropump, check out Good Looking Loser's Review and FAQ.
Leave any questions you have in the blog comments section. I'll be happy to answer them.