It depends on whether your gross income surpasses the IRS filing threshold for your filing status. Often times, folks who are unemployed still earn some amount of taxable income (i.e. unemployment compensation, side jobs, investment income, etc). Here is a link to the handy IRS Publication 17, 2016 Individual Tax Guide. https://www.irs.gov/pub/irs-pdf/p17.pdf Note pages 4-5 under the heading Do I Have to File a Return, where the IRS takes you step by step thru the process of determining whether you must file.
