Yes this is possible, keep a few things in mind.
- Check if you have a waterproof Rolex model.
- Check that the crown is properly tightened.
- Regularly pressure check your watch to maintain its water resistance level.
- Clean your watch after swim in salt or chlorinated water.
What about Jacuzzi or Sauna?
Avoid a jacuzzi or sauna because the heat can warp the gaskets which keep the water from getting in.