Not necessarily. CBSE does consider certain circumstances such as transfer of parents to another city as a valid reason to change schools between 11 and 12 grades. During the time of admission into 12th standard, the process is different than normal admission process. CBSE board affiliated schools provide "provisional" admission. There are certain documents one needs to submit. They are :

Marksheet of 11th standard
Registration card of 11th standard
An affidavit with Rs 20 stamp, stating the reason behind the transfer and properly signed.
And a transfer certificate from the previous school

If the student studied 11th standard in a school affiliated to another board, then it has to be recognized by the Educational committee and a document has to be prepared and signed by the board in question.

Hope this helped.