This statement is TRUE.
The polarity of the molecule is caused by unequal sharing of the electrons in the covalent bond. Even though the carbon dioxide molecule is made from two different atoms, two oxygen atoms and one carbon atom, the CO2 molecule is non polar because of the structure of the molecule.
The CO2 has a linear, symmetrical structure. This means that the two oxygen atoms with greater electronegativity are symmetrically placed around the carbon molecule. This arrangement of atoms causes a balance in the sharing of the electrons, making the molecule non polar.