Keeping in mind that I'm not a psychologist: Yes. Psychopathy is the inability to feel empathy and a lack of conscience. You can still love someone even if you can't empathize with them.
However, as the psychopath has no conscience and doesn't empathize with anyone, it could theoretically be dangerous to be that close to him. Granted, he's not likely to kill you for no reason unless he's a sadist, but he's not going to go out of his way to help you, and woill be willing to do anything he wants.
To clear things up (again, as best as I understand): All psychopaths aren't murderous wackos. They can have objections to murder- just not moral ones. (A psychopath wouldn't feel bad about killing someone, but he might not want to get arrested, or he might not like the sight of blood). And he does have emotions, just not ones triggered by empathy.