I found the solution, it's possible by using Criteria::CUSTOM
, for example:
public static function getElementsWithNotIn(){
$c = new Criteria();
$c->add(Table1Peer::ID, Table1Peer::ID . ' NOT IN (SELECT '. Table2Peer::ID .' FROM '. Table2Peer::TABLE_NAME .')', Criteria::CUSTOM);
return Table1Peer::doSelect($c);
}