It is possible. You just have to remove the old bearings and get a new complete headset for the frame. You then treat it as you would any threadless system.
Note, it is possible to do without replacing the current headset, but it requires you to know exactly what top race and seals you would need. Sealing is specially hard and you will likely end up with a gap and the elements will destroy your headset much more quickly. I would save some hassle and just replace the whole thing outright.
It is also possible to take your threadless fork into a bike shop and cut threads into it, this will likely cost you more in labour than replacing the headset. You also haven't mentioned the material of the work, and this process will depend on that too.
Also remember that the fork steerer lengths are different for threaded and threadless steeres, so make sure the new fork will be long enough.