As it is here in Iowa, yes, you can bury Pex. We (I work for the local water utility) require it to be the blue PEX because of the it sitting on rolls in the sun for weeks on end and the blue is more sun resistant. If I find red PEX I'm supposed to turn down setting a water meter. Little more info than you wanted, but worth mentioning if you don't know how long what you bought was sitting in the sun and you're burying it.
You should be pretty safe since you won't have fittings, unions, etc. Also, as far as I know in my area, you DON'T need to sleeve it in PVC.
PS. You may consider running a tracer wire with the line in case someday you forget where it's buried and someone needs to locate it.