Yes its possible, here it is :
PHP Code:
#include <amxmodx>
public plugin_init()
{
register_plugin("Self Nade Kill", "1.0", "DiGiTaL")
register_event("DeathMsg", "onDeathMsgEvent", "a");
}
public onDeathMsgEvent()
{
new id = read_data(2)
new szWeapon[32];
read_data(4, szWeapon, charsmax(szWeapon));
if(equal(szWeapon, "grenade"))
client_print(id, print_chat, "Self Nade kill xD")
}