Yes, ArcGIS Pro is supported in virtualized environments. Due to the difference in requirements when compared to ArcMap, ArcGIS Pro is standardized to operate in a shared virtual environment with ArcMap, but has higher demands - the main difference is that the ArcGIS Pro rendering engine uses DirectX 11 or OpenGL; ArcMap uses the Microsoft GDI+ graphics library.
See the Virtualized Environments section of the ArcGIS Pro system requirements for additional system requirements information related to virtualized environments.
ArcGIS Pro has undergone extensive performance and scalability testing. A series of blogs on the use of ArcGIS Pro in Citrix XenApp, XenDesktop, XenServer, VMware and NVIDIA are documented and published intermittently.
Note: Please note that there are scalability limits with XenApp due to the manner in which the GPU is shared; it is a first-come, first-serve resource usage configuration. This is not a problem with virtual desktop infrastructure (VDI) environments because the GPU resources are managed by the system.
Note: VMware vSphere 5.x is not supported with ArcGIS Pro. Esri recommends VMware vSphere 6 Horizon View for optimal experience.
In addition, please refer to the referenced web help in the Related Information section below.