The general consensus would be YES, and it is true, but only to spell with a casting time as fast or faster than a reaction or that are already been cast (if counterspell apply to those, that the theory suggest that, in fact, it affect those). Any other spell their slots are not consumed, this is because:
You attempt to interrupt a creature in the process of casting a
spell... On success, the creature's spell fails and has no effect.
And we have the casting rules on longer spells in PHB 202 for "longer spells".
Certain spells (including spells cast as rituals) require more time to
cast: minutes or even hours. ... If your concentration is broken, the
spell fails, but you don’t expend a spell slot.
And also we have this question that shows that you can counterspell a counterspell.
How a counterspell can counter a spell as fast as itself? If we consider the casting speed of counterspell as a factor, we can safely assume that a counterspell not only interrupt the casting process, but also disturb the weaver/magic of the spell at the moment of casting it.
Now, in order to determine if a spell slot is used we have this extract from the PHB (201) and the consideration of the "longer spells" rule. This seems contradictory, but we can think of a casting time as the preparation of the weaver/magic before exerting the force to the weaver/magic to cast the spell. It is logical to think that the taxation and spell slot is consumed at the moment of releasing and pushing the magic, and this can be applied to any spell with a casting speed longer than counterspell. Therefore, any spell with a casting time slower than the counterspell, this is any non-reaction spell, are not consumed and the slot not used.
Regardless of how many spells a caster knows or prepares, he or she
can cast only a limited number of spells before resting. Manipulating
the fabric of magic and channeling its energy into even a simple spell
is physically and mentally taxing