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Hello @Alper Kunada !
Welcome to Microsoft QnA!
Yes it is possible
You have to remove the user from the Sync Process from AD to Azure AD, either by filtering via OUs\Groups and the user wont be part of the OU \ Group or using the Synchronization Rules Editor in AD Connect
Once the next Sync is run the user will be removed from Cloud but remain in Active Directory
I hope this helps!
Kindly mark the answer as Accepted and Upvote in case it helped!
Regards