Absolutely. F# is just one of 3 languages which you can use to develop .NET Core applications. .NET Core itself is cross platform and really well supported on Linux and macOS. The other two languages are C# and VB.NET, but personally I think that F# is just the nicer of the three.
It's also worth noting that .NET Core is not only cross platform, but an extremely performant runtime which really hits the ceiling in various benchmarks https://www.techempower.com/benchmarks/#section=data-r17&hw=...