Yes, naphthalene is soluble in cyclohexane, and here's why that happens.
First, let's take a look at cyclohexane, or
The C-H bonds that make up the molecule are considered to be non-polar becasue of the small difference in electronegativity between the two atoms. According to Pauling's scale of electronegativity, carbon's electronegativity is listed at 2.55, while hydrogen's is listed at 2.20.
The difference between these two values (0.35) is considered to be too small to cause the bond to be polar. Non-polar bonds do not produce permanent dipole moments, which results in a non-polar molecule.
Again, the absence of polar bonds will result in a non-polar molecule.
Since non-polar molecules are soluble in non-polar solvents, you can conclude that naphtalene, being a non-polar molecule, will be soluble in cyclohexane, which is a non-polar solvent.
Here's a link to another answer on naphthalene's solubility in various organic solvents: