Yes, you can; it's a healthier alternative if you're watching your calories and fats. Spray the basket with cooking spray. Preheat the air fryer to 400°F, and place the shrimp in the basket in a single layer. Cook for 8 minutes, flipping the shrimp over halfway. Test the internal temperature with a meat thermometer to make sure it's 165°F and the outside is crispy. If it needs a little more time, cook for 2-3 more minutes and check again.