The honest answer is, "maybe" - it depends on what pet door it is, and the size, of course. Different manufacturers have different solutions, and being able to lock might or might not be an issue.
The lock features a steel cam inside a hardened metal cylinder. Turn the key to lock or unlock, and keep unwanted guests outside.
When looking at photos, it's easy to get the PlexiDor backwards. When I first saw it, I thought, "Isn't that mighty unpractical - I have to go out and around the house to lock...?"
The frame with the lock goes inside the house, of course. I know that now... ;-)
The small door doesn't come with a security plate because it's too small for anyone to get through.
If the security plate is used every day, there is a convenient PlexiDor sliding track system available. Slide the security plate down the track into place, and lock it with a handy flip lock feature.