Not always - best go to a shop and try a load on ! Each make differs widely in size and width.
It's far more important to get proper fitting cycling shoes than day wear shoes - all your power is going through your feet, too much movement in the shoe, too tight, etc will lead to foot pain, and even knee trouble.
Actual sizes differ depending on manufacturer. FWIW compared to the "regular" shoes I normally wear I need one size bigger when buying Specialized cycling shoes, and two sizes bigger when buying Shimano cycling shoes.
When buying your first pair of cycling shoes from a certain manufacturer, make sure that you've tried them on first, for size but also for comfort. I developed an injury from wearing Specialized shoes, had to sell them and get Shimano's instead.
Make sure you get good quality ones that will last. DON'T try to economise. Once they're bedded in they are nice and comfy but when it comes time to buy replacements you'll be faced with the hell that it adjusting cleats by the millimetre, adjusting the saddle height which could lead to adjusting the stem... and it goes on.
Replacement shoes are the only cycling item that I truly despise buying.
My Spesh shoes are 43 compared to 42 in normal shoes, very comfy fit, but found if the top strap wasn't really tight - i.e. the ratchet, then I'd get hot spots - Spesh Pro Carbons. My old Sidi's are very narrow (Genius 2), and nothing like as comfy as the new shoes. Gonna be cheaper Spesh for training shoes one day. Problem is, get a good pair of shoes, and you won't want to put them down.
I used to ride a Sidi 41...but after many many years growth I now feel I'm a 42 euro size.
This is EXACT for me as taking into account growth etc...
Most of the time a fairly narrow fit shoe can after wearing it in can shape into an incredibly comfortable fit..
Lets not forget a cycling shoe is different to a normal shoe = because it doesn't need the space for rthe foot to move around yet have a CLOSE FIT.
Wearas' the Cycling Shoe requires you to lose the space your foot to move around in yet not pinch or infringe on circulation. So, generally smaller is needed also dynamics (cycling) ie the weight on a bike is totally different on a normal shoe compared to a cycling shoe.
This is where a SIDI shoe is superior as they have brillaintly designed leather/uppers = soft!