Of course, yes. Lie derivative is defined for any geometric object (= when it is defined what happends when we change a coordinate system): take the flow $\phi_t$ of the vector field, consider the pullback $\phi_t^*\Gamma$ of your geometric object $\Gamma$ and define Lie derivative as the $\tfrac{d}{dt}$-derviative at $t=0$ of $\phi_t^*\Gamma$.
For affine connection its Lie derivative is an (1,2)-tensor field. It is because derivative is more or less the same as difference and difference of two connections is a (1,2)-tensor field.
Of course if the Lie derivative of a connection is zero then the connection is presered by the flow so you vector field is a symmetry of the connection.
Of course there exists an algebraic formula for the Lie derivative in terms of the components of an object in the coordinates ($\sim$ Christoffel symbols, for example), components of the vector field, and their first derivatives. I do not remember this formula by hart but Maples DifferentialGeometry package knows it. It is a sum of two terms, the first part is the usual formula of the Lie derivative for a (1,2)-tensorfield and the other part is something like the vector field plugged in the curvature.