This is not true. The nearest star system to us is much closer than Millions of light years away.
http://www.closeststars.com/
Here, and with 3D maps too.
0.00 Sun Sol
4.24 - Proxima Centauri - Alpha Centauri C, GJ 551
4.36 - Alpha Centauri (A&B) - Rigil Kentaurus, Toliman
5.96 - Barnard's Star - Proxima Ophiuchi, GJ 699
7.78 - Proxima Leonis - Wolf 359, CN Leonis, GJ 406
8.29 - Proxima Ursae Majoris - Lalande 21185, GJ 411
8.58 - Sirius (A,B) - Alpha/Proxima Canis Majoris
8.73 - Proxima Ceti (A,B) - Luyten 726-8, UV & BL Ceti, GJ 65
9.68 - Proxima Sagittarii - Ross 154, V1216 Sagittarii, GJ 729
10.32 - Proxima Andromedae - Ross 248 , HH Andromedae, GJ905
10.52 - Epsilon Eridani - Proxima Eridani, GJ 144
10.74 - Proxima Piscis Austrini - Lacaille 9352, GJ 887
10.92 - Proxima Virginis Ross 128, FI Virginis, GJ 447
11.27 - Proxima Aquarii (A,B,C) - EZ Aquarii, GJ 866
11.37 - Proxima Cygni (A,B) - 61 Cygni, GJ 820
11.40 - Procyon (A,B) Alpha/Proxima Canis Minoris
11.52 - Proxima Draconis (A,B) - Struve 2398, GJ 725
11.62 - Groombridge 34 (A,B) - GX/GQ Andromedae, GJ 15, 2nd in Andromeda
11.82 - Epsilon Indi (A,Ba,Bb) - Proxima Indi, GJ 845
11.83 - Proxima Cancri - DX Cancri, GJ 1111
11.89 - Tau Ceti - GJ 71, 2nd in Cetus
11.99 - Proxima Horologii - GJ 1061, LHS 1565
12.10 - YZ Ceti - LHS 138, GJ 54.1, 3rd in Cetus