No, this is not true. It was not uncoomon for pilots to be armed back in the old days, but has been prohibited for some time.
We have been going through the same security as the passnegers ever since 1988-89, after a fired PSA RAMP worker entered a secure area with a .44 magnum, and got on an airplane. He killed the pilots on the airplane, causing the airplane to crash.
The FAA's solution to this problem was to make all flight crews go through security screening, while the ramp folks STILL get to bypass.........