This is possible.
But working with UI in the background thread isn't good practice. Why don't you show UIAlertView before starting the 'Save' method, and call the 'Save' method in another thread? For example, this would be a better solution:
- (void) someSaveMethod{
[self showAlertView];
dispatch_async(dispatch_get_global_queue(DISPATCH_QUEUE _PRIORITY_DEFAULT, 0), ^(){
// call you save method
// after end save method call:
dispatch_async(dispatch_get_main_queue(), ^{
[self hideAllertView];
});
});
}