No. Undead pets are only obtained through special items that were given out during the last Halloween event. You'd have to buy one of those items (I forget what it is); they tend to go for millions and millions of tu.
Ah it was the item called "curse of the undead" it was a Cash Shop item {items you have to buy with cash points which real money} From there you'd have to use it on a dead pet to bring it back with the Undead effect.