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I am developing a parallel application using the Matlab parallel computing toolbox. I am wondering if I can convert the application using Matlab Coder for C/C++? Can Parallel Application developed using Matlab Parallel Computing Toolbox be converted to C/C++ by Matlab Coder?

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MATLAB coder doesn't support Parallel Computing Toolbox. See http://www.mathworks.co.uk/products/matlab-coder/description2.html for the supported functionality.

You can however deploy using the compiler applications using Parallel Computing.

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Do you mean you can use commands like parfor without error but also without speedup?
You can deploy a MATLAB application which opens a matlabpool and then calls parfor - so you do get speedup.
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MATLAB Coder does in fact support PARFOR for code generation as of R2013b:

http://www.mathworks.com/help/coder/ref/parfor.html

http://www.mathworks.com/help/coder/release-notes.html

It has been supported in MEX since R2012b (see release notes again).

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