Usually, yes. ArcGIS Pro uses Python 3.x, while other applications in ArcGIS Desktop and ArcGIS Server use Python 2.x. Despite some significant differences between these versions of Python, many geoprocessing scripts can be used as-is in both ArcMap and ArcGIS Pro. You can read about Python migration for ArcGIS Pro, and use the Analyze Tools For Pro geoprocessing tool to analyze a script or toolbox for necessary updates.