It's generally believed that Fermat thought he had a proof, but probably almost immediately remembered that not everything is a Unique Factorization Domain, so the "obvious proof" fails. Then he didn't bother returning to correct the error.
So no, probably not.
(+) I should go and learn more about the specifics of this to make sure I'm relating it correctly.
I just recently learned that the note in Fermat's margin was published posthumously by his son! So Fermat never necessarily publicly claimed to have a proof. So I would imagine you're absolutely correct.