Yes, you can. Subtitles are now available on Sky On Demand and Sky Q on BBC programmes broadcast since 26 October 2020. If you're using a Sky Q box or Sky Glass, subtitles are also available via the BBC iPlayer app.

To enable subtitles on the iPlayer TV app, have a look here: How do I use subtitles on BBC iPlayer? 

For more information on using subtitles on Sky, check their website here: Subtitles on Sky
(Please note the BBC is not responsible for content on third party websites). 

For more information on accessing iPlayer on Sky, visit the How do I access BBC iPlayer on Sky? page.