No, you do not need send a copy.  The state suggests that you have a copy handy to prepare your return.

Generally, you will need a copy of your completed federal income tax return (Form 1040, 1040A or 1040EZ), any supporting federal schedules (A, C, D, E, F), your W-2 wage forms and 1099 income forms showing Virginia tax withheld, Virginia Schedule ADJ and Virginia Schedule CR. If you are claiming a credit for taxes paid to another state, you will need a copy of that state's completed tax return.

Do I have to send a copy off federal income tax with virginia return? If so what copy of federal return I need to attach? Please let me know. Thanks.

Virginia does not require you to include a copy of your federal return with your VA state tax return.

There are some VA deductions (e.g. Business Interest Deduction) that require you to include a copy of the federal form for claiming that deduction (e.g. Form 8990), but the entire federal return is not required.

Also, As @Karen1209 states above:  If you are claiming a credit for taxes paid to another state, you will need a copy of that state's completed tax return.