Yes it is possible - but there is a higher overhead for cross database queries.
SELECT fieldnames
FROM dbname.table1
INNER JOIN dbname.table2 ON dbname.table1.fieldname = dbname.table2.fieldname;
Here it would be good to use alias syntax to simplify the query. ie:
SELECT t1.fieldnames, t2.fieldnames
FROM
dbname.table1 as t1
INNER JOIN dbname.table2 as t2 ON
t1.fieldname = t2.fieldname;
As always checkout the mysql site - its great for reference! but not always clear for people new to databases!