Almost always NO. There are different types of graft though.
But, It is not uncommon that you need a soft tissue graft. If it is a front tooth (and sometimes a back or side tooth), part of the final "look" of the new bridge has to do with how the outline of the gum (especially in the missing tooth space) lines up with the edge of the teeth. Over the years, the supporting tissues get thinner. In this area we don't need "bone" so much as just thick gum tissue.
If this is for a front tooth, make sure to visit an experienced cosmetic dentist. They can help design the best look overall, as well as they usually work with the finest ceramic labs, which determines how natural the final result looks.