Yes, Minnesota and Wisconsin do not have a reciprocity agreement, therefore, if you live in Wisconsin and work in Minnesota you will need to file a NonResident Return for Minnesota and also a Resident return for Wisconsin. Be sure to file the Minnesota NonResident Return first. Wisconsin does allow a credit for the net income tax paid to Minnesota on income that is taxed by both states.
https://www.revenue.wi.gov/Pages/FAQS/ise-mnrecipro.aspx#recip1
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