Yes, this can happen, although the risk is low. The problem is that some tumors need to be irradiated since the cannot be operated (this is true for some brain tumors). Here the radiation therapy is the therapy of choice. The effect of the therapy is that the tumor cells get a high radiation dose which either kills them or drives them into apoptosis.
The problem the irradiation is that you will always affect healthy cells, of which most will die. This causes some of the negative effects of the radiation therapy, but it is also possible that a healthy cell receives a dose which is "only" damaging and causes a secondary tumor. Here a benefit analysis needs to be done to see if the benefit from the therapy is woth taking the risk of acquiring more damages. See the references for some more background.
References:
1. Long term side effects of brain tumour radiotherapy
2. Second Cancers Caused by Cancer Treatment
3. Therapy-Related Secondary Cancers