Yes. Milia can occur anywhere on your face, more commonly around
the eye area.
I know this as I for one have milia on my eyelid, as does my
father!
For more information, check this link:
http://www.channel4embarrassingillnesses.com/conditions/milia-eyes/
Unfortunately, milia on the eyelid are the hardest to remove, if
you are suffering with milia on the eyelid, I would recommend
seeing a doctor or a dermatologist if you want it removed.