Yes, it is permissible for the pilgrim in ihraam to change his ihraam clothes. We have previously quoted the fatwa of the Standing Committee in the answer to question no. 26722. Here we will add the fatwa of Shaykh Ibn ‘Uthaymeen (may Allaah have mercy on him). 

Shaykh Muhammad ibn Saalih al-‘Uthaymeen said: 

It is permissible for the muhrim (pilgrim in ihraam) who is doing Hajj or ‘Umrah, male or female, to change the clothes in which he or she entered ihraam and to put on different clothes, if the other clothes are things which it is permissible for the pilgrim in ihraam to wear. 

Al-Manhaj li Mureed al-‘Umrah wa’l-Hajj (no. 5). 

And Allaah knows best.

Islam Q&A