Yes. Pumpkin skin is edible, and so are the leaves, flowers, and stem, according to K-State Research and Extension. Orange pumpkin skin is also rich in carotenoids, the same pigments found in the flesh.
Most people peel pumpkin because the skin is tough and waxy, but it does not have to go to waste. NC State’s Plants for Human Health Institute suggests simmering the skin with other vegetable scraps to make a stock for soups and sauces, or seasoning it and baking it until crispy to make chips. Wash the pumpkin just before you use it, and do not eat a pumpkin that has already been carved into a jack-o’-lantern, because of food safety concerns.
Source: NC State Plants for Human Health Institute: Pumpkin Power!; see also K-State Research and Extension: Pumpkins are not just for carving
Image: heirloom pumpkin, U.S. Department of Agriculture photo, public domain, via Wikimedia Commons.