In short, yes, but you must follow your local fire safety laws and guidelines and make sure you're buying an appropriate fire pit for your area. Once you've done this, then you can consider your gazebo. Your gazebo must be well ventilated, made of materials that won't catch fire from loose embers, and be at least 10 feet high to avoid incurring heat damage and stains on the roof. It's not recommended to have fire pits in screened or enclosed gazebos that do not have proper ventilation to filter out the smoke and fumes.