Yes, this question has been asked and answered here: Adding headers and footers using Pandoc. You just need to sneak a little LaTeX into the YAML header of your markdown document.
This markdown header does the trick:
---
title: "Test"
author: "Author Name"
header-includes:
- usepackage{fancyhdr}
- pagestyle{fancy}
- fancyhead[CO,CE]{This is fancy header}
- fancyfoot[CO,CE]{And this is a fancy footer}
- fancyfoot[LE,RO]{hepage}
output: pdf_document
---
Works for me with an Rmd file in RStudio Version 0.98.1030 for Windows.
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