Yes and no. Technically if someone gets invited to the bridal shower they also get invited to the wedding, but if you're having a small destination wedding or it’s well known that your wedding, held locally, will be limited to immediate family you can have a bridal shower with uninvited wedding guests.
It’s not appropriate for a bride to host her own shower so have your closest friends, or your mom or his, host it in your honor. It is common for his mom to host the bridal shower if she lives in another area and the guests are her friends and relatives. The mother of the bride should be invited too.
Also, if you’re having a small wedding and want a bachelorette party you can have one. And unlike a bridal shower, the bride can host her own bachelorette party.