If the method is private, sure. That way you can split separate parts of code into methods, so you're constructor does not become one large piece of code.
If the method is not private (i.e. it can be overridden) you need to be a bit more cautious, as any sub class can incorrectly override it leading to unexpected errors.
Even if the method is private, there are things you have to watch out for. As long as you're in the constructor (or in a method called by the constructor), you must keep in mind that the object isn't fully initialized yet. The method must be aware of that, and not assume that the object is fully initialized.