https://www.qubes-os.org/doc/user-faq/#can-i-run-application...
Upd: But if you really want it... :)
http://steamcommunity.com/groups/homestream/discussions/0/54...
In practise there are some issues with the specifics (like the XEN version and patchset), so it's not a turnkey solution (yet).
As long as you are only playing casually: I vaguely remember a HN article about someone using steam's inbuilt streaming and running the games on AWS GPU spot instances, at a significantly cheaper price than building an equivalent gaming pc.