Yes this is possible. Follow these steps.
1. Open Jenkins dashboard. Click on manage jenkins
2. Click on Configure system and under github configuration click advanced tab.
3. Check 'Specify another hook url' for GitHub configuration.
4. Now you will get a url in the textbox. Copy this url as it is required in the next steps.
5. Now open your github repository. Go to settings -> webhooks -> add webhooks.
6. Now paste the url from step 4 in the payload url section. Next click on just push the event Now you should be able to see the added webhook in the list of webhooks.
7. Now go to jenkins dashboard. Go to your project configuration. In the build triggers section select github hook trigger for git scm polling. Save the changes.