Using a diode to lower supply voltage to nrf24l01+?
The short answer is yes, but your voltage is going to track with the voltage of the battery.  A slightly more elegant approach is the basic linear regulator shown below.



edit: just to be clear, this will still track with the battery voltage when the battery voltage is less than the breakdown voltage of the zener.  If you can get away with a Vout of about 3V, you could select a zener with a breakdown voltage of 3.6V and get a steady output voltage over a relatively large section of your battery SOC.