Yes. It sounds counter-intuitive on the face of it. Deleting rows frees up space on a page, and page splitting occurs when a page needs additional space. Nevertheless, there are circumstances when deleting rows causes them to expand before they can be deleted.
The SQL Server documentation has this to say about page splits:
When a new row is added to a full index page, the Database Engine moves approximately half the rows to a new page to make room for the new row. This reorganization is known as a page split. A page split makes room for new records, but can take time to perform and is a resource intensive operation. Also, it can cause fragmentation that causes increased I/O operations.
Given that, how can a SELECT statement be responsible for page splits?
Well, I suppose we could SELECT from a function that adds rows to a table variable as part of its internal implementation, but that would clearly be cheating, and no fun at all from a blogging point of view.