If you are talking about clear acetate that is similiar to the type used with overhead projectors, yes you can print it with the laser.
You may have to play with the settings in the printer software as to how much contrast/density you want in the image. Choose all the 'highest', 'finest' and 'best' settings.
You will want to use the single feed tray and only feed one sheet at a time.
I've used many different types and brands of clear acetate with many different laser printers and photocopiers over the years, always A4 size and never had any problems so far.