Yes. Arthropods (insects, spiders, crustaceans, and their relatives) are classified as eucoelomate, or true coelomate, animals: they develop a body cavity that arises within the mesoderm.
In adults that cavity is greatly reduced, and the main body space is a blood-filled hemocoel of their open circulatory system, but textbooks still group arthropods with other coelomates such as annelids and mollusks.
Source: OpenStax Biology 2e, ยง28.6 Superphylum Ecdysozoa: Arthropods.