Yes, you can do this using a listening data view with a button inside of it. On your page, add a data view. In the data view properties, set your data source to "listen to grid", and select the grid in the dropdown box.
Inside that data view, you can create a button that runs a microflow to delete the object in your grid. Set that delete activity to refresh and it'll disappear from the grid as well.
if you mean remove the selected datagrid row when a user clicks on a button placed outside of datagrid, the answer is no. At least not out of the box. What you could do is something like this:
Now you can 'select' a row in the datagrid. A microflow outside of the datagrid can retrieve the 'selected' row and delete it. You could also display the Select entity in the datagrid to indicate which row has been selected.
If you wanted to enhance this a bit, you could create Selected as an enumeration instead with 2 values: yes and no. Each value could have an image, and you could display the enumeration image in your datagrid.
Maybe that will give you some ideas.