It is vital in developing a trusting relationship with your therapist that you feel you can share any information and that this will remain confidential.
For the majority of information you disclose this will apply. However, there are certain exemptions to this including, but not limited to:
If the client, or someone else, is at imminent risk of serious harm
Any children are at risk
Compliance with the law e.g. terrorism, drug trafficking or money laundering
If the the therapist felt they needed to breach your confidentiality they would, if possible, discuss this with you.