No. That's only doable if you do individual sports such as boxing, tennis, golf, where you are free to take residence anywhere, or if you play for Monaco FC ;-)

Many Tennis or Formula 1 stars do. Money earned abroad and individual sports.

Soccer players have to live where they play and their teams have to be located somewhere too. So taxes are paid based on that location.

HOWEVER:

Most soccer players negotiate post-tax income. So rather than them earning less, their employers will end up paying them a lot more to garantee that income.

If they work for a French soccer team, that just makes them cross-border commuters, which typically means you're responsible for taxes in both countries (unless a tax treaty between the countries harmonizes them). A Monaco resident working in France still has to pay French income tax on his or her French salary & bonuses. Living in Monaco may be a way to dodge taxes on advertising income if they do endorsement deals, though.

Also things are more complicated for French citizens in particular, because Monaco and France have a tax treaty (dating to the 1960s) aimed at making it harder for French citizens and companies to use Monaco as a tax haven. Essentially Monaco agrees to tax French people/entities at the current French tax rates, rather than the usual Monaco rates, in a range of situations that fit the heuristic of using Monaco as an address of convenience (vs. bona-fide living / doing business there).