No, unless it was lost in the mail since December. Most taxpayers are on "cash basis", meaning income isn't counted till you actually receive it or are deemed to have received it (i.e., withheld or deposited to your bank). Even if part of that check is for periods of unemployment before January 1, since you didn't get it till January 26 it won't be taxable till the 2017 tax year (return filed in 2018).
