This is simply not true. The Emancipation Proclamation freed the slaves in states that were in active rebellion against the Union. Slaves in Union states were enslaved until the ratification of the 13th Amendment on December 6, 1865. The Emancipation Proclamation itself, excluded many areas in the South.
Here is the text of the Emancipation Proclamation.
https://www.archives.gov/exhibits/featured-documents/emancipation-proclamation/transcript.html
"That on the first day of January, in the year of our Lord one thousand eight hundred and sixty-three, all persons held as slaves within any State or designated part of a State, the people whereof shall then be in rebellion against the United States, shall be then, thenceforward, and forever free; a..."