You always have to file a tax return in your home state. So you definitely have to file a Wisconsin return. Your income is 100% taxable by Wisconsin.
Wisconsin and Illinois have tax reciprocity. That means that if your Illinois income is solely W-2 wages, ordinarily you would not have to file an Illinois return at all. Your income would be taxable only by Wisconsin, and you would be only required to file in Wisconsin.. However, if your employer is mistakenly withholding Illinois taxes, you'd need to file a non-resident Illinois return (showing zero Illinois income) in order to get those taxes refunded. So if that was the case in 2016, you'd be filing a non-resident Illinois return (to get the refund) AND your regular Wisconsin tax return.
If your employer is withholding Illinois taxes, you should file Illinois Form IL-W-5-NR with him, declaring that you are not an Illinois resident. Here's a link to that form: http://www.revenue.state.il.us/taxforms/Withholding/IL-W-5-NR.pdf
Filing that form will cause your employer to stop withholding Illinois taxes.
Hope this makes it all clear.
**Answers are correct to the best of my ability but do not constitute tax or legal advice.
