Not necessarily. Courts in this country, and, I do know there was a case on point in FL a few years back, have held that only in faiths where confession is an integral part of the faith (for example, Roman Catholic) is a confession or talk with clergy confidential. Other cases, well, if you confess to a pastor/clergy you can't expect confidentiality. They can be called to testify and if they choose not to, they can be held in contempt and will have to have the ability to pay counsel to fight a battle for them, that probably won't be won.
ETA - I could be wrong, the court case in FL may have been overturned. I still do think it varies, and I wouldn't depend on it.