If you mean gear set, there's no indicator on the desynthesis confirmation box that an item is part of a gear set.

I always move items to my general inventory if I'm cleaning up my Armoury Chest before I desynth them to avoid accidentally destroying gear set items. If you don't have enough room in your inventory to move things around, I would avoid selecting Desynthesis from the General menu. Instead go into the Armoury Chest and use the submenu commands on the item since you'll be able to see the gear set indicator on the item there.