Of course! Click your Friends icon in the lower-left corner of the screen. Each player on your Friends list will have their own row with an icon at the far-right that looks like three lines stacked up, the Options icon. Select the icon to see more options – including Message. Message will let you send a comment directly to that player.
You can only send a message to a player who is currently online in the game. The button will be gray, and you will not be able to select it if they are offline.