It is possible to do CHAID segmentation in sas if and only if you are using PC SAS with SAS EM( Enterprise Miner).
If you are using SAS EG then you can not do CHIAD as there is no procedure for same. But there are lot of open source tool where u can do CHAID segmentation. You can use R rpart package which work wonderfully for such analysis. Apart from R you can also use SIPINA for doing CHAID segmentation. You can also search sas macro for doing CHAID analysis in SAS EG if possible and available.