What Tony tells to his shrink(Melfi)?

It's been 5 years since I've seen this show last time. But I just thought, if everyone knew Tony was visiting a shrink. Wouldn't it be easy for the Feds to put listening devices in her office and gain some kind of evidence against him? I just don't recall if he ever discussed anything crime-related while at the shrink or disclosed any information to her.

It wouldn't be legal, unless they could somehow link Tony to a terrorist organization. They were going down that route toward the end of the show, which was why Tony started ratting off Christopher's Muslim friends to them.