No, you do not. Indiana and Kentucky have a reciprocal agreement.
If you live in Indiana and work in Kentucky, you not required to file a Kentucky income tax return if your only income is from wages and salaries. Further, your Kentucky employer is able to withhold Indiana income taxes from your taxable income.
Be advised that Kentucky cities and counties may assess a local tax that is reported in boxes 18 through 20 on your W-2.
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