No, if you did not have any income then you are not required to file a tax return.
Please be aware, if you are a US citizen or US permanent resident then you have to report your worldwide income. Please see Do I need to file a federal return this year? and Do I need to report foreign income? for additional information.
If you are a US citizen or US permanent resident then you might want to file to receive the rest of the Child Tax Credit. Please see What is the Child Tax Credit? and IRS 2021 Child Tax Credit and Advance Child Tax Credit Payments FAQ for additional information.
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