It depends. Please notice the following link: https://www.ftb.ca.gov/individuals/FileRtn/index.shtml. According to that CA website, you will be required to file a CA nonresident return if you have:
If you are not required to file a CA return, you may still choose to file because this way you are refunded for the withheld tax.
If you have a filing requirement in CA, you do well to file. This avoids penalty and interest for not doing so. Also, since Illinois taxes all of your income regardless of where you earned it, filing a CA return will allow you to claim a credit on the Illinois return for the taxes you pay to California for the income earned there. You will prepare the California return first so that the credit is transferred over to the Illinois return.