You will file a nonresident return to Utah. Utah requires a nonresident to file a return on income produced (or derived) from Utah, which would be the rental income. (If your rental is a loss, you will not be required to file a Utah return). Here is a web page from Utah's State Tax Commission on this requirement: http://incometax.utah.gov/instructions/nonresidents
To avoid double-tax, you will prepare the Utah return first in TurboTax. Then, you will prepare your Kansas return so that you will receive credit on the taxes you must pay to Utah. Here is an FAQ that will further assist you: https://ttlc.intuit.com/replies/3302052
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