Yes! Thunderstorms occur mostly in the spring and summer months when it's warm, but they can occur in cooler months as well. A striking local example occurred on the day after Thanksgiving, 1999, when a line of severe thunderstorms arrived in the early evening hours and produced an F-1 tornado in Honeybrook, Chester County. Temperatures were in the 60s most of the afternoon, and plunged with the passing of the cold front that produced the storms. But there was enough moisture and good enough uplift to cause this unusual event. Several homes, barns and commercial buildings were heavily damaged, as I observed personally while reporting on the aftermath of the storms the next day.
How can this happen? While it's true that warm air is much better for making thunderstorms, remember that what's most important is the difference between the air temperature at the surface and the air temperature aloft. In an off-season storm scenario, it may only be in the 60s at the surface, but the air just above the surface can easily be below freezing. Assuming other factors are in place that can help that relatively milder surface air rise, a thunderstorm is definitely possible.