the MEGA does support 12V DC input in the Jack - a big chunk of the power will get dissipated by the regulator as the MEGA converts down to 5V so that might have some unwanted heating effect depending on what you need to power through the board.
You could of course use a DC-DC step down / Buck Converter to take 12V to some lower voltage outside the board.
From the documentation:
Power
The Mega 2560 can be powered via the USB connection or with an external power supply. The power source is selected automatically.
External (non-USB) power can come either from an AC-to-DC adapter (wall-wart) or battery. The adapter can be connected by plugging a 2.1mm center-positive plug into the board's power jack. Leads from a battery can be inserted in the GND and Vin pin headers of the POWER connector.
The board can operate on an external supply of 6 to 20 volts. If supplied with less than 7V, however, the 5V pin may supply less than five volts and the board may become unstable. If using more than 12V, the voltage regulator may overheat and damage the board. The recommended range is 7 to 12 volts.
The power pins are as follows:
- Vin. The input voltage to the board when it's using an external power source (as opposed to 5 volts from the USB connection or other regulated power source). You can supply voltage through this pin, or, if supplying voltage via the power jack, access it through this pin.
- 5V. This pin outputs a regulated 5V from the regulator on the board. The board can be supplied with power either from the DC power jack (7 - 12V), the USB connector (5V), or the VIN pin of the board (7-12V). Supplying voltage via the 5V or 3.3V pins bypasses the regulator, and can damage your board. We don't advise it.
- 3V3. A 3.3 volt supply generated by the on-board regulator. Maximum current draw is 50 mA.
- GND. Ground pins.
- IOREF. This pin on the board provides the voltage reference with which the microcontroller operates. A properly configured shield can read the IOREF pin voltage and select the appropriate power source or enable voltage translators on the outputs for working with the 5V or 3.3V.