Not only is it okay to do, but it is encouraged. As the rules state:
For any markup that is not covered by Markdown’s syntax, you simply use HTML itself. There’s no need to preface it or delimit it to indicate that you’re switching from Markdown to HTML; you just use the tags.
And later:
If you want, you can even use HTML tags instead of Markdown formatting; e.g. if you’d prefer to use HTML
<a>or<img>tags instead of Markdown’s link or image syntax, go right ahead.
Of course, there are a few things to take into consideration. For example block level tags must be at the document root level (cannot be nested inside blockquotes, lists, etc) and content inside them does not get parsed as Markdown. However, inline tags can be placed anywhere and do not restrict Markdown parsing.