In WA state, you have to disclose. I would assume that it is also required in most all states, but you should check your state licensing laws to determine if you have to. However if you are in doubt, why not just disclose?
I did want to point out something though. Whenever I am talking to another agent, I am Tim Fierro Licensed Real Estate Agent who has a ‘client’. I do not disclose my client until it is time to sign. At that point I will disclose that I am the client. I disclosed up front per my state laws that I am a licensed agent, but I do not have to disclose my client’s name until the contract signing is going to take place.