For the most part? No. The chemicals in air fresheners aren't good for their respiratory systems. Heck, I don't think they're good for humans, let alone animals.
I know people have used an absorber in the past, but I'm drawing a blank as to what they are called right now. You can stick them in the oven to regenerate them...
Some people burn (I believe) soy based candles.
What sort of odor are you looking to eliminate?