If Kentucky is your state of residence, then yes you will...

I retired as a state employee from AL, Is my pension taxed in KY

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If Kentucky is your state of residence, then yes you will pay Kentucky state taxes on your pension income. Your pension is taxed in the state where you live, rather than the state where you retired.

Kentucky fully exempts all Social Security income from taxation while providing a significant deduction for seniors receiving other types of retirement income. Please view the link below for more information.

https://smartasset.com/retirement/kentucky-retirement-taxes