Yes this is true because all four mean that the determinant in nonzero: if the determinant is zero, then the corresponding linear map $f$ fails to be either injective or surjective, hence is non-invertible on the left and right, and counterexamples to left or right cancellativeness are found by taking a nonzero map whose image is in $\ker f$, respectively whose kernel contains $\operatorname{im} f$ (one can do both at the same time, providing a left-and-right annihilator for $f$).
More interestingly this remains true for matrices over any commutative ring such that this property holds in the ring itself (otherwise of course the $1\times1$ matrices would give a counterexample), as is shown in Do these matrix rings have non-zero elements that are neither units nor zero divisors? Moreover, I just saw a recent comment here (by Torsten Schoeneberg) that asks about the noncommutative case, which seems a natural question to ask; it doesn't obviously fail.