I mean, if he actually got hit and it was a sufficiently powerful weapon, I'm sure he could. You'd probably want something bigger than just your "standard" sniper rifle, since he is superhumanly durable, but he's not invincible. The problem is, under most circumstances, you are going to have a very hard time actually setting up Steve to be sniped. Realistically you need 100% surprise, because if he has any inkling of the incoming attack he's pretty much going to be impossible to hit. That leaves a prospective sniper with a dilemma:
1. Set up a sniper attack from maximum possible range, ensuring that Steve doesn't spot it coming, but making it unlikely that the first shot is going to be instantly fatal ( unless your name is Hawkeye, you aren't scoring a headshot from five miles away ).
2. Set up a sniper attack close enough to at least attempt an instant killshot, but leaving yourself close enough that Steve's preternatural perception has a chance of spotting you before you attack ( glint off a scope, insufficiently concealed sniper blind, etc ).