If you mean by pray, the prayers to supplicate and seek from Allah, then the answer is: Yes, it is allowed to supplicate and pray to Allah in your own language.
But if you mean by pray the Prayers (Salah or Namaz), then the answer is: NO, because Salah or Namaz must be performed in Arabic as the Prophet Muhammad (SAWA) ordered all Muslims (Pray as you saw me praying)صلوا كما رأيتموني أصلي .
Wassalam