Yes in most countries — a proxy is ordinary web infrastructure. What you access through it is still governed by local law.
Full answer
Web proxy technology itself is legal in the vast majority of countries. Proxies are the foundation of enterprise web filters, content delivery networks, corporate VPNs, and standard internet infrastructure. Using a proxy to open a page is not, in itself, an unlawful act in Europe, the Americas, most of Africa, most of Asia, and Oceania. The nuance sits at two levels: (1) The content you access through the proxy is still governed by local law. If a specific site is banned by court order in your country (India court-ordered content takedowns, Indonesia Kominfo blocklists, Iran national filters), accessing that specific content may still be a legal question separate from the proxy itself. (2) Your acceptable-use policy at school, work, or a private network is a separate contractual agreement — the proxy being legal does not override the school or employer's ability to prohibit it. In a small number of countries (currently China and Iran are the most cited), the regulatory position on circumvention tools is contested; users in those countries are responsible for compliance with local law. AnyProxy operates as an ordinary web service and makes no political claims.
See also
Related questions