@feruze-- Yea, you can make it at home! You will need to buy clay powder for it and then any oils or extracts that you would want to add in.
There are organic stores which sell the clay and the instructions is to mix it with water and apply. But I find that can be a bit harsh, so I also add a few drops of a natural essential oil, like lemongrass or maybe lavender.
To be honest, it won't come out exactly the same as store-bought ones, the texture and consistency is different. But if you are trying to save money by making your own or if you need a mud mask especially for your skin type, it's a good idea.