Yes you can cook, or bake, cookie dough in an air fryer. However, since an air fryer baked differently from an oven, you may need to make a few adjustments. First know that since an air fryer is smaller than an oven, you will need to bake your cookies in batches if you want more than four or five cookies. Also, because air fryers depend upon circulating heat in order to bake, they can bake cookies faster and as a result, your cookies will be done fasted in an air fryer than in a regular oven.