Well, it is possible, but not recommended. Here's why:
Let's say you use one top-of-the-line Energizer 522 9V battery. Here's a link to the specs: http://data.energizer.com/PDFs/522.pdf
The Empress Fuzz has the lowest current consumption of all our pedals. It requires 30mA, which means it has an effective power load of 300 ohms.
Check out that link to the battery specs. On the second page it shows a graph for a toy that has a power load of 270 ohms. With that toy, after 3 hours, the battery voltage has dropped to 8V, which would start to be a problem. The Fuzz has a similar power load to the toy, so you are only going to get a couple hours of good hours of power from a 9V battery. That's going to get expensive!