Not necesarily. I made my best gains when I started training alone. Could be because I improved my diet. Training alone however, does have its benefets, main one being the speed at which you can train. You can train at your own pace. I found that speeding my workout up a bit helped me a lot. I think this exhausted the muscles better.
The hardest part of training alone at first is the motivation. It can be harder to get into the gym, it can be harder to push yourself through barriers etc. Just use different techniques to go beyond failure. Instead or forced reps pre-exhaust the muscle. Or strip the weights, superset etc. (check the so-called weider principles)
Many people think that unless you are completely exhausted after training you have achieved nothing, these are probably the same people who feel they need to be cripplingly sore the day after training. Train smart and hard, eat properly and you will grow regardless of whether you are training alone.