Yes, you can. Water treated with DEPC is not recommended for resuspension of DNA oligonucleotides because it can degrade the DNA during long-term storage. However, I recommend to dissolve PCR primers in TE buffer instead nuclease free water, because it will not modulate pH over time, which can cause acid depurination and degradation of the primer. The alkaline TE buffer prevents this.
As mentioned by Iryna, long term storage is better in TE but for storage at -20C for a few months ambion nuclease free water is perfectly fine
Indeed, as also mentioned by Iryna, molecualr grad water is actually better than DEPC treated water as DEPC can interact with Amine groupings and depurinate your DNA