Yes, unless it is a last minute conversion or is simply not possible at the time.
Jesus said in the book of John that no one enters heaven unless they are born of water and Spirit:
John 3:5 King James Version (KJV)
5 Jesus answered, Verily, verily, I say unto thee, Except a man be born of water and of the Spirit, he cannot enter into the kingdom of God.
Jesus clearly told us in Mark that whoever believes and is baptized will be saved:
Mark 16:16 King James Version (KJV)
16 He that believeth and is baptized shall be saved; but he that believeth not shall be damned.
Jesus’ disciples also taught that people must be baptized for the forgiveness of sins:
Acts 2:38 King James Version (KJV)
38 Then Peter said unto them, Repent, and be baptized every one of you in the name of Jesus Christ for the remission of sins, and ye shall receive the gift of the Holy Ghost.
However, Jesus promised the thief on the cross, that he would be with Him in paradise, so this tells us that last minute conversions are saved, if they are just not possible to be baptized before death:
Luke 23:42-43 King James Version (KJV)
42 And he said unto Jesus, Lord, remember me when thou comest into thy kingdom.
43 And Jesus said unto him, Verily I say unto thee, Today shalt thou be with me in paradise.