Go has panics, which are pretty much the same thing as exceptions in other languages (the details of how they are used are slightly different from, say, Java/Python/Ruby exceptions, but much more than, say, Perl 6 exceptions.)
Go has a strong stylistic recommendation not to expose panics to external consumers of code, and it is idiomatic to instead use error returns from publicly-exposed library code. But "Go doesn't have exceptions" is mostly misleading.