Yes, and pet doors for walls come in many sizes and varieties. If you need a large dog door for wall installation, make sure you have enough space so that the door will not interfere with structural elements like studs and electrical wires. If you are putting in a patio dog door and mount, make sure you have what you need to install in a sliding glass door or exterior wall.
While most dog doors last for many years if you decide you no longer need one, dog doors for walls are easy to remove and patch up after. When you install a dog entryway in your door, it can be much more challenging to repair if you decide to replace or remove the pet door. A through-wall dog door is a convenient way to help give you and your pet some freedom with minimal damage to your home.