Yes, you can claim your health insurance premiums as well as any other medical expenses you have on Schedule A, under Medical expenses. You're only allowed to deduct medical expenses that go above and beyond 7.5% of your AGI and they are itemized deductions meaning you will have to have a lot of expenses in order to see a benefit on your federal tax return. However, you should enter all of your medical expenses anyway, including your health insurance premiums, because you may get credits and deductions on your state return that you do not get on your federal return.
