Yes and no. You have to be somewhat careful since rj11 and rj45 are purely a physical connector type.
Things like ethernet will not work with rj11 plugs. Rj11 is mostly for telephone but DSL data connections also use them. The confusion some times is DSL can also be run with rj45 connectors.
In any case you can buy a router that has a DSL modem in it and it will have a rj11 port in most cases. Many of these also have the rj45 wan ports so you can hook it to a cable modem.
Generally you would never buy this type of device unless you have a need for a DSL connection. You are paying extra for a modem and there a much more limited selection of routers that have these modem in them. Much more common to just have rj45 wan ports.