Yes, killifish can live with shrimp. As long as you keep the right kind of shrimp with the appropriate kind of killifish, you can successfully keep them together. However, killifish might eat the shrimp’s fry.
Killifish are carnivores that love to eat shrimp, yet adult dwarf shrimp and lampeye killies, for example, can live together peacefully. Before putting shrimp in the a with your killifish, do your research on the compatibility of your specific species of killifish and shrimp.