Captured into a stable orbit, sure, but it will never have an eccentricity of 0 (circular). The limit can approach zero, but will never be equal to it. Even the planets don’t have a circular orbit FWIW.
Orbits are time-symmetric, so an interstellar object being captured into a stable elliptical orbit would be equivalent to an object in a stable elliptical orbit escaping the Solar System (again, ignoring other influences).