Yes, almost definitely. Rental income/ activity is Arizona -source income and hence triggers the need to file an AZ return. Like most states, Arizona bases filing requirements on a/ having AZ source income (which rent from a property in AZ is) and b/ having enough total/ gross/ federal income to be required to file. So, even if you had just $500 in AZ income, you could be required to file if your total/ gross/ federal income was at or above a threshold of $15,000.
See page 1:
https://www.azdor.gov/Portals/0/ADOR-forms/TY2016/10100/140NRBooklet.pdf
