Is it possible to change the uninstall icon in Inno Setup?

To change the uninstall executable icon, you have to change the installer executable icon, as it is the same exe, using the SetupIconFile setup section directive.

For example:

SetupIconFile=MyProgSetup.ico

You can also change the Icon that is displayed on the control panel, setting the UninstallDisplayIcon setup section directive

For example:

UninstallDisplayIcon={app}\MyProg.exe,4
;or
UninstallDisplayIcon={app}\Uninstaller.ico

Your Uninstall Icon would only be the same as your application icon if you set the IconFilename setting to the same icon as the application or have the SetupIconFile setting set to the same as your application.
By default, the Uninstall Icon is the same as the Setup icon. If you really want to make sure the user isn't confused, you can set the IconFilename parameter in the [Icons] section to your uninstall icon. Something like:

Name: "{group}\Uninstall My Program"; Filename: "{uninstallexe}"; IconFilename: "{app}\uninstall.ico"

You would need to include the uninstall.ico in your [Files] section as well.