The short answer is yes. You can screw into MDF. However, there are three things you need to keep in mind to avoid damaging the material. First, make sure you're using the correct type of screw. Straight-shanked wood screws are ideal for MDF, as they grip the material without splitting it. Second, predrill pilot holes before driving in the screws. This will help prevent the MDF from cracking. And third, try not to drill or screw too close to the edge. This is one of the most common causes of MDF splitting.