Yes, you may. I know of two states that have this filing status, Arkansas and Kentucky. It is not only legal but encouraged for a married couple to file married filing separately on a combined return, especially when both of you have income. This way, you each get at least the standard deduction and also (potentially) a lower tax bracket for your separate incomes. This is because these two states do not have a separate tax table for joint filers. So, if this is your situation, you are absolutely correct to file separately on a combined return.
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