This should be OK for Google at least. It may not work for other search engines such as Bing, however.
According to https://developers.google.com/webmasters/control-crawl-index/docs/robots_txt:
sitemap: [absoluteURL]
[absoluteURL] points to a Sitemap, Sitemap Index file or equivalent URL. The URL does not have to be on the same host as the robots.txt file. Multiple sitemap entries may exist. As non-group-member records, these are not tied to any specific user-agents and may be followed by all crawlers, provided it is not disallowed.