Not directly. Lake Ontario is the last (downstream) of the five Great Lakes—entirely within North America, straddling the U.S. (New York) / Canada (Ontario) border.
Water flows: Lake Superior → St. Marys River → Lake Huron → St. Clair River → Lake St. Clair → Detroit River → Lake Erie → Niagara River (Falls) → Lake Ontario → St. Lawrence River → Gulf of St. Lawrence → Atlantic Ocean.
So: Lake Ontario → River → Gulf → Ocean. It's hydrologically connected but not directly adjacent to any ocean.