Yes and no. Or no and yes...
Splunk (specifically the DB Connect app) cannot natively open an SSH connection and use that to transport the database connection.
BUT
SSH supports tunneling. If there is "something" that is continuously holding open an SSH connection with a defined tunnel, then it's possible you could get Splunk to use the tunnel to reach MySQL on the other system. Something like
while true; do ssh -L 13306:127.0.0.1:3306 user@mysqlserver 'while true; sleep 30; done'; done
This would in theory keep the SSH open indefinitely, enabling you to configure something on your Splunk system to use port 13306 to talk to port 3306 on the other side of the tunnel.
This type of thing is brittle by nature but it can be done.
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