Yes, you would still have to create a new "Secret chat" to have the e2e. The reason for that is explored here: https://telegra.ph/Why-Isnt-Telegram-End-to-End-Encrypted-by...

It's their approach and I'm personally ok with it. Due to my friends I use FB messenger a lot and they say it will take years to be e2e encrypted, so I believe it's a fair compromise from Telegram.