Yes you can do this but not without a little bit of hacking around.
From my answer at Equivalent of 'archive' for priority inbox \ multiple inbox :
The only way that I have found to do it is either with the element inspector in chrome/safari or with firebug in firefox. The good news is that once you have made the settings change it will work in all browsers.
- Go to the priority inbox settings tab.
- Click the options next to the section you want to show your work mail.
- Click "More Options..."
- Inspect the element for the "Work" Label
- You will notice on the surrounding div there is an attribute cfg="^all,Work", change the value to "^i,Work"
- Select the label on the page as you normally would
You will know if it worked or not straight away because the section settings should now read : Inbox, Work instead of the All Work that it used to read.
Here is a list of alternative commands you can use. You can chain commands together with a comma.
^i = Inbox
^u = Unread
^io_im = Important
^t = starred
^f = sent
^r = drafts
^all = All mail (include archive)
^i,^u,Work = all emails in your inbox, that are unread with the label "Work".