Yes, you may connect our active noise cancelling headphones to the audio port on the DualShock 4 controllers. You may need to select the Output to Headsets option to either "All Audio". For more details about using a headset with PS4 please consult the manufacturer's page:
http://blog.us.playstation.com/2013/10/30/ps4-the-ultimate-faq-north-america/#sect4