Under reasonably hypothesis on the space $ Y $ the answer to my question is NO. In fact referring to the theory of Federer's book in section 2.2 we can consider the following two theorems:
1) Let $ X $ be a complete separable metric space, Z Hausdorff space and $ f: X \rightarrow Z $ be a continuous map. Let $ \mu $ be a measure on $ X $ such that every closed set is $ \mu $-measurable. Then if $ B \subset X $ is a Borel set then $ f(B) $ is $ \mu $-measurable.
2) On every complete metric space without isolated points there exists a Suslin set that is not Borel.
Using 1) and 2) we can easily conclude:
3) Let $ X $ be a complete separable metric space without isolated points. Then every measure $ \mu $ on X such that every Borel set is $ \mu $-measurable admits a $ \mu $-measurable set that is not Borel.
Proof of 3): By contradiction. Let $ \mu $ be a measure that violates the statement 3). By 2) take $ S \subset X $ Suslin set that is not Borel. Since $ S = p(C) $ where p: $ \mathscr{N} \times X \rightarrow X $ is the projection and $ C $ is a closed set, we conclude by 1) that S is $ \mu $-measurable. Then we get the contradiction.