Cave Johnson makes a reference to the White Gel being made of crushed moon rocks, which make a great portal conductor, indicating that the moon itself can also be portal-able.
From the Unofficial Portal Wiki:
According to Cave Johnson, conversion gel is made from ground-up moon rocks, which make a great portal conductor. This is shown when Chell fires a portal at the moon near the end of the game, despite the non-flat surface of the moon.