No this is not true. A gas gives out energy when it turns from into a liquid.
A gas is in fact, a higher energy state of matter. As we cool down a gas it turns into a liquid.
Another way of thinking of it is to reverse the situation. How do we turn a liquid into a gas?
So using the example of water,
We take an amount of water and put it in a kettle. The kettle puts some energy in as electricity and soon we have a steaming hot pot of water with steam (gaseous water) coming off.
A more in-depth explanation is that when changing phase from liquid to gas an amount of energy, called the latent heat of vapourisation, is required to overcome the forces in between the molecules of the liquid. When a gas turns back into a liquid this energy is released.
So, a gas doesn't absorb energy when turning into a liquid it actually gives it out.