Can't say yes/no as it depends on the situation which you your rebbe knows, but what I will say (from experience) is that if you are going to tell them, it can seem a lot scarier in your head than it actually is. If you and your rebbe think you should and you have that sort of relationship, it can be easy to chicken out. Push through that initial discomfort and it will bezh end up much better than before you told them