Can we use arduino mega with ethernet shield?

Is there any way to connect ethernet to arduino mega board?

Which ethernet shield? There are a couple. If the shield uses SPI the standard libraries probably won't work since the mega has its SPI pins relocated to another place. Your options are either

  1. hardware/software hack where you physically connect the arduino mega's SPI pins to the SPI pins on the shield and patch the software library (a minor change).

  2. complete software solution where you do SPI in software. This solution does not use hardware SPI so it's slower than solution 1, but you don't need any (ugly) hardware mods.

I have seen shields advertised as being compatible with the mega, such as http://www.nkcelectronics.com/nkc-ethernet-shield-for-arduino-mega--duemilanove--diecimila-diy-kit.html.