Yes, but you must receive permission in advance before leaving in order to return to the U.S. This advance permission is called “Advance Parole”. If you do not apply before you leave the country, you will not be permitted to return to the U.S. and your application for asylum will be considered abandoned.
On the other hand, if your application for asylum is approved, you apply for a Refugee Travel Document, allowing you to travel in and from the United States.