Yes, you can, but the car is likely to be a Gulf Spec car, so your could get into problems when you want to get it on the road in your own country.
You can get around that problem if you buy a new car and order a car that has your own countrys specs. That car may or may not be suitable for the ME climate, so it's sort of a catch 22.
Then you also have to check if you need to pay any taxes when you bring it home.