Yes. Cite yourself as you would any other publication. The same rules for in-text citations and reference list citations apply.
If there are co-authors involved, you need written permission (email or letter) from your co-authors to include the article in your thesis.
If you wish to use articles you have already published in a journal, you may need to check your copyright permissions. Copyright information can be found in your agreement with the journal, on the journal's website, or by phoning the journal directly.