Yes you can.
Many major SaaS, PaaS and IaaS vendors offer the ability to import keys from your on-premises HSM into a key vault or cloud HSM, fully described in Domain 11 of CSA Security Guidance for Critical Areas of Focus in Cloud Computing v4.0. The level of integration varies depending on cloud vendors and whether or not you opt for on premises or cloud HSMs. You may need to manually perform the import, but you are provided up to FIPS 140-2 Level 3 security. From there the cloud provider derives keys from the master key you imported to encrypt data contained in various services (e.g., object, volume, database).
Note: This material is drawn from Thales White Paper: “Best Practices for Secure Cloud Migration. Leveraging Cloud Security Alliance Security Guidelines.”