Yes, killifish can live with neon tetras. Killifish and neon tetras are highly compatible tank mates that are extremely attractive when kept together because they are both lively and colorful.
In addition, neon tetras are small, peaceful fish that will not make your killifish feel territorial or aggressive. They are both schooling fish that do well when kept in groups, so be sure to keep one small group of each kind of killifish and neon tetra.