Birds, fish, reptiles, amphibians, insects? Sure. But no mammals.
So I had to google it. Apparently, there is a sloth that moves around so slowly moss grows all over it and it doesn’t care. So it may appear green, but only in the sense that it wears it.
I think you’re right. I can’t think of a single green mammal. Why can we have green or blue eyes, but not other things?