Definitely! Most urine pregnancy test only pick up hCG levels of a certain level. So you could test early and not have enough hCG in your system for a urine test to pick up.
Blood tests are very sensitive and pick up ANY amount of hCG in your system. ANything over 5-10 is considered positive for pregnancy.
You might not have hcg in your body. So then the only way to test for pregnancy is by getting a blood test done