This is simply not true.

Foreign key relationships typically use the primary key of the referenced table, which is implicitly indexed, by virtue of its being a primary key, not its being a foreign key. The referring column is never implicitly indexed, though it often should be explicitly indexed.

  rosser=> create table referenced (id int primary key, blah text);
  NOTICE:  CREATE TABLE / PRIMARY KEY will create implicit index "referenced_pkey" for table "referenced"
  CREATE TABLE
  rosser=> create table referencing (id int primary key, referenced_id int references referenced(id), stuff text);
  NOTICE:  CREATE TABLE / PRIMARY KEY will create implicit index "referencing_pkey" for table "referencing"
  CREATE TABLE
  rosser=> \d referenced
    Table "public.referenced"
   Column |  Type   | Modifiers 
  --------+---------+-----------
   id     | integer | not null
   blah   | text    | 
  Indexes:
      "referenced_pkey" PRIMARY KEY, btree (id)
  Referenced by:
      TABLE "referencing" CONSTRAINT "referencing_referenced_id_fkey" FOREIGN KEY (referenced_id) REFERENCES referenced(id)

  rosser=> \d referencing
       Table "public.referencing"
      Column     |  Type   | Modifiers 
  ---------------+---------+-----------
   id            | integer | not null
   referenced_id | integer | 
   stuff         | text    | 
  Indexes:
      "referencing_pkey" PRIMARY KEY, btree (id)
  Foreign-key constraints:
      "referencing_referenced_id_fkey" FOREIGN KEY (referenced_id) REFERENCES referenced(id)