Technically, the carbon came from the air and returns to the air, but taking the pellets from where the tree died and turning them into pellets and transporting them to the furnace costs energy too.
Also all the tree carbon that doesn't make it into the pellets goes into the air. So the cost is greater than the gain.
If we grew trees and then buried them it could be a form of carbon capture. But we need to get the energy to do that from somewhere.
If it's important enough that it can't wait until tomorrow, it's important enough to pay someone for.