Yes, you can change jobs in the UAE if you are on a work visa. If you are an international worker in the UAE and want to switch jobs, you can do it legally, but you need to follow the labor laws. Your new employer should provide a valid contract and apply for a new work permit. Your current employer has to either cancel your old visa or give you a No Objection Certificate (NOC).
Make sure you complete the notice period and clear any outstanding payments. If you have a Green or Golden Visa, you have more freedom because your visa is not linked to a specific employer. Just be sure to read your contract and follow the rules to avoid any problems.