In short, no.
The main three fat groups we eat are saturated fats, polyunsaturated fats, and monounsaturated fats. The general consensus used to be that saturated fats were terrible for us and there was a clear link between saturated fats and heart disease. In recent years, though, saturated fats have shown to not only NOT cause heart attacks, but improve cholesterol levels. You can eat them without worry.
Polyunsaturated fats are a bit more tricky. There are 2 sides of the story here. Processed polyunsaturated fats (like margarine spreads and vegetable oils) are terrible for us, and usually include trans fats. They DO have a causation effect with heart disease and should be avoided. However, there are naturally occurring polyunsaturated fats in foods like fish, which are great for us and will improve cholesterol. It’s your job to seek out the healthy fats and eliminate the unhealthy fats.
Last but not least, there are monounsaturated fats. These are pretty known to be “healthy” and are generally accepted as so. Olive oil is a primary example of something that is more proportionately a monounsaturated fat – being healthy for us and lowering our cholesterol.
You can also read a more in-depth look at Cholesterol and Fats on Keto that you can read at your own leisure.