No, unless it was your state of residence during the tax year. You must file a state return for any state that you were a resident of or worked in if your income exceeds the filing requirement threshold for that state.
In addition, if you had state tax withholding on your W-2, you would want to file for that state to recover any excess withholding.
When determining if you made money in a certain state, you need to consider the source. This is especially important for government retirement plans which may apply to a certain state or unemployment benefits.
