In reply to molina.

It's not a simple yes/no answer. The answer can be "yes," provided that:
1. The clusters are approximately MV normal
2. You compute the MD using the appropriate group statistics.

The MD from the new obs to the first center is based on the sample mean and covariance matrix of the first group. The MD to the second center is based on the sample mean and covariance of the second group. If you think the groups have a common covariance, you can estimate it by using a pooled covariance matrix. For the geometry, discussion, and computations, see "Pooled, within-group, and between-group covariance matrices."