Yes, you will have to file a non-resident state return for Louisiana for your rental property.
Here is information on when non-resident returns need to be filed, as well as steps for creating a non-resident return in TurboTax. You will want to state in your My Info section of TurboTax that you "made money in another state" and list Louisiana.
https://ttlc.intuit.com/replies/4777207
https://ttlc.intuit.com/replies/3302052
