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Science Fiction is a "big tent" genre, and we all know it when we see it. Even if we argue about the specific tropes – and what might make something lean heavily towards another classification (science-fantasy, speculative fiction, etc), is every story that takes place in the future "science fiction?"
Are there exceptions?
Speculative fiction is an umbrella genre encompassing fiction with certain elements that do not exist in the real world, often in the context of supernatural, futuristic or other imaginative themes. This includes, but is not limited to, science fiction, fantasy, superhero fiction, horror, utopian and dystopian fiction, fairytale fantasy, supernatural fiction as well as combinations thereof (e.g. science fantasy).
A large portion of speculative fiction works are science fiction. But they can be other sub-genres instead. All science fiction is speculative fiction.
While speculative fiction can be set in any era, if the story is set in the future, that makes it speculative.
To be science fiction, the story must depend upon fictional science or scientific achievements. Although that is most plausible for the future, it could be set in the present or past; e.g. we could push some modern, actual scientific achievement back into pre-history; e.g. the Chinese invented gunpowder in 700 AD, it took them 200 years to realize it could be weaponized. They also invented quench-hardened steel, about 400 AD, and had a weaker form of steel around 200 BC. So what if some genius had invented actual rifles accurately firing bullets about 700 AD? That story would be science fiction, set in the distant past.
A story simply set in the future, where the plot is not driven by scientific developments, even if the story uses plausible scientific developments; would be speculative fiction, not science fiction.
No.
Science fiction is defined as
a form of fiction that draws imaginatively on scientific knowledge and speculation in its plot, setting, theme, etc.
A story could take place in any time period, and meet that criterion, after all, Star Wars, one of the most popular Sci-Fi works of all time, is stated to have taken place 'a long time ago'. Along with this, a book can take place in the future and not be Sci-Fi, though if it does then it's more likely in the near future. A book meant to take place a year from now might not have many new technologies, a book meant to take place in 1000 years probably will.
Yes there are exceptions. This does mean that not every story set in the future is science-fiction.
The novels Stella Gibbons' Cold Comfort Farm (1932) and Evelyn Waugh's The Loved One (1948) are set in the future. Certainly, in the future of the time when they were written and published. The futurity of these works isn't obvious, it appears as hints in the text and is due to the intent of their authors.
Decades ago I discovered a play in book form written by, I believe, Arthur Koestler. Subsequent searches, for example on Wikipedia, failed to unearth any information about its existence. Probably, published in the late nineteen-fifties. This was held by a university library and they have extensive collections of published material.
This play had an introduction that said that it was set in the future, but that it wasn't a work of science-fiction.
The technothrillers of Dale Brown and Tom Clancy may qualify as fiction set in what can be considered as the near-future where the advanced technological devices and systems depicted in them have been developed and are in service. However, that is likely to encounter the hair-splitting about genre divisions and categories. Technothrillers can be considered both of and not part of science-fiction depending on how a given person views those genres.
Interesting category distinctions also exist around Peter Dickinson's The Blue Hawk (1976). This book is set in an imaginary desert kingdom rued by an ancient priesthood. It appears to be a fantasy version of Ancient Egypt. However, the author himself has explicitly stated that it's set in the far future. Because there are creatures present in the story that are alien species imported from the stars. Presumably, there was a future era (from our point of historical view) when interstellar travel was possible, but this lies in the past of the story's world and has been long forgotten.
This is the case of a book apparently set in an imagined past, that is to all intents and purposes fantasy, but the fictional apparatus to bring into being are science-fictional.
Again there are all the awkward genre categorizations about whether works of fantasies where the underlying worldbuilding is science-fictional are forms of fantasy or should they be regarded as science-fiction. The possibility of them being both cannot be ruled out.
In conclusion, there are stories set in the future that are not science-fiction. Some are certainly close cousins, if not more intimate relationships. This author is sure there are more stories set in the future, most likely the near-future, that may appear to be set in the present era of when they were written and published. Finding them can be a challenge.
As other answers have said, it depends on the story.
Another frequently-used genre is Future History. There are many examples of this, varying from the dry-as-dust textbook to complete classic. As a category, it can be hard to distinguish what's Future History and what's simply a novel set in the future. Generally though, a series of novels or short stories/novellas following a future society over a generation or more can be considered to be Future History, in addition to any other category they may fall into.
Future History does require the time period to be in the future relative to ourselves, or perhaps for our own planet to be unrelated to the story so that the time period relative to ourselves is immaterial. Where the time period is in the past and changes facts we know about the past, or where the time period may be in the present or future but with past events changed, we are instead dealing with Alternate History.
As time progresses, fiction set in the future will inevitably be overtaken by elapsed time. 1984, 2001 and 2010 have all come and gone. This does not generally change the categories for fiction set in the future at the time of writing - instead it is viewed as a window onto social attitudes at the time of writing, by what changes the author expects to occur over that time period.
If the author continues writing as elapsed time overtakes him, the result may be an Alternate History with a recognisable divergent point. Alternatively (as with Tom Clancy) the Alternate History may end up being some combination of real-world events and previous events in the Alternate History timeline. (In general it doesn't pay to try to look too closely at how the two tie up in that case, because you can only fit so many Presidential elections and other events into that timespan.)
Alternate History can be past, present or future, of course, which means this is not restricted to science fiction. There is an entire sub-genre of Alternate History considering "what if the Nazis won WWWII?", with novels set in varying eras. Other popular Alternate Histories from the past consider "what if the Roman Empire never fell?" or "what if the South won the American Civil War?" Tom Clancy is an example of Alternate History in the present. Near-future Alternate History might include Games Workshop's Dark Future setting, or Neal Stephenson's Snow Crash. Neal Charles Stross's later series of Merchant Princes novels (starting with Empire Games) is unusual in being a near-past Alternate History, with a divergence point in the mid-2000s where a nuclear attack from a parallel universe puts the USA onto a total-war footing; the resulting novels are set slightly in our past, but the technology level is significantly different from the present day.
It is also possible for writers to go the other way, which generally comes as a plot twist. For one example of this, Battlestar Galactica appears to be Future History until the final season, but turns out to be Alternate History instead.
