Everyone, even priests, and perhaps especially priests, in this day and age needs supervision. Another answer depends upon the kind of pastoral counseling and the kind of supervision provided.
Pastoral counseling has many meanings, covering a host of professional interactions.
Pastoral counseling covers the casual meetings clergy have with parishioners in the narthex after church, the counsel provided in marriage preparation, visits to the sick and suffering in homes or hospitals, and the more formal processes of psychotherapy, which fall under a specialized ministry in pastoral counseling. Supervision, likewise, has many meanings. For many years, the Association for Clinical Pastoral Education and the American Association of Pastoral Counselors have been establishing guidelines for clergy training and supervision that seek to strengthen clergy competence in all activities of pastoral counseling. Today, through many years of careful and diligent work, there are formal guidelines that require advanced academic work, extensive clinical training and ongoing supervision for those clergy who select the specialized role as a pastoral counselor, chaplain or psychotherapist. Clergy who seek to shift their professional role into the arena of mental health care can and will need a great deal of clinical supervision.