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I know A* algorithm can be used in directed graph, can we use it in undirected graph as well?

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The A* algorithm is generic for all the graphs. So, yes, you can use it with an undirected graph.

In an undirected graph, all edges are by definition bidirectional. So it's like a directional graph where for every edge, you'd have an edge in the opposite direction. In consequence, if you have an implementation of the algorithm working for directed graphs, you should be able to extend it to undirected graphs according to this principle.

The only difficulty here is to have the appropriate data structure. If implementing the edges with a matrix, you just have to make sure that the matrix is symmetric. If you use adjacency lists, be sure that everytime you add an edge from a to b, the edge of b to a is added, with the same cost factor.

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