Why would you think that telling people the truth would be illegal?
Why would you think that your criminal record - which is public record, by the way - is confidential information? If your former employer wants to put the information on a billboard next to the highway, it is legal.
You have no expectation of privacy in this regard. If you know it is going to come up, I would address your conviction in your interview.
For what it is worth... you are a thief.

