I don't think it is possible if you have Lightroom version 3 or above.See Lightroom cannot upgrade Elements Organizer catalogs
Which version of Lightroom are you using?
Please refer How to import photos from Photoshop Elements, other Lightroom catalogs, or apps such as iPhoto to know the process of catalog up-gradation.
PSE 3 uses a different database to the current SQLite. Your version will be running a Microsoft Access database, stored in a file called e.g. MyCatalog.psa.
You could download the free trial of PSE14 and try converting your catalog to the current format during installation. If successful that should give you an optimised file called e.g. MyCatalog.pse14db. You could then import into Lightroom. See link below for more information on catalog differences:
Download Link for compatible operating systems: