You only need to report your state income tax refund from 2015 received in 2016 on your federal return if you had claimed an itemized deduction for the state taxes paid on Line 1 of your 2015 Form 1040NR, Schedule A.
If you did claim the itemized deduction for state taxes paid on Schedule A Line 1 your prior-year Form 1040NR, then you would need to report your state income tax refund on Line 10 of your 2016 Form 1040.
