Yes, we can. All you have to do is mentioned in the following steps:
1. Go to Mass File Download Tab, and the "Related Files & Attachments" section will be displayed where you'll get the following format as shown in Image.
2. Choose the "List Views" in Search mode under the "Related Files & Attachments" section, and select list view accordingly in drop-down.
3. All the files and attachments related to that selected List view will be displayed, and you download them.