If you were a resident of Illinois for all of the tax year, and your Wisconsin income consists solely of W-2 wages or salary, you don't have to file a Wisconsin return. Illinois and Wisconsin have tax reciprocity. That means that you only have to file a tax return in your state of residence. For tax purposes, your WI earnings are considered IL income, and all your income is taxable by Illinois. In the Personal Info section, you would answer No to the question about earning income in another state. Note that reciprocity applies only to W-2 wages, not to any other kind of income.
Exception: if your employer mistakenly withheld WI taxes, you'd have to file a non-resident Wisconsin return in order to get those taxes refunded.
If you're an Illinois resident newly working in Wisconsin, you should file Wisconsin Form W-220 with your employer. Here's a link to that form: https://www.revenue.wi.gov/DORForms/w-220.pdf
**Answers are correct to the best of my ability but do not constitute tax or legal advice.
