Statement

Proof

$\Rightarrow$

If $r$ is prime from Fermat’s little theorem we know no Fermat witness exists.

$\Leftarrow$

If $r = nm$ for $n,m \in \mathbb{N}_{>1}$ then $gcd(r,n) = n > 1$.

Suppose

$$n^{r-1} = 1 \ (mod \ r)$$

then we would have

$$n^{r-1} = n n^{r-2} = 1 \ (mod \ r)$$

so $n^{r-2}$ is the inverse of $n$.

Though by the existence modular multiplicative inverse lemma we know no such inverse exists for $n$ and therefore $n^{r-1} \not = 1$ (mod $r$). So $n$ is a Fermat witness for $r$.