By constant rank theorem (as long as $J(f)$ is $C^1$), $f$ locally looks like projection, and the preimage of a null set under projection is indeed null, so it is true.
More precisely, if $f(x)=y$, then there are neighborhoods $U\ni x,V\ni y$ and $C^1$ diffeomorphisms $\alpha:U\rightarrow\mathbb{R}^n,\beta:V\rightarrow\mathbb{R}^m$ such that $\beta\circ f\circ\alpha^{-1}(x_1,...,x_m,x_{m+1},...,x_n)=(x_1,...,x_m)$. $C^1$ diffeomorphisms preserve the property of having measure zero, so we can work with the projection $\beta\circ f\circ\alpha^{-1}$. This shows that every $y\in\text{Im}f\ \cap E$ has a neighborhood $V_y$ such that $f^{-1}(E\cap V)$ is null. Let $y$ vary and cover $\text{Im}f\ \cap E$ by countably many such $V_y$'s.