Swimming ponds currently fall into the same official category as swimming pools, and according to current regulation (Town and Country Planning Act 2015, Part 1, Class E) you generally do not need planning permission if:
1. Your property is not listed, and
2. The site is within the curtilage of the property, and
3. You are not in an Area of Outstanding Natural Beauty (AONB)
(The regulation stipulates other requirements but these three are nearly always the main ones.)
If your property is listed, or if you want to build on agricultural land, then planning permission will be required. In our experience the AONB issue is generally easier to get around without a full application, as a natural swimming pond clearly enhances the natural beauty of the surroundings rather than detracting from it.
We have a lot of experience in this area and have always had good relations with planning departments (and in 15 years a 100% success rate to date), so please talk to us if you need to discuss further your specific situation.