The only state (that I know of) that sends out emails for direct deposits is Illinois. Although, there could be many more, but make sure that the email is really from your state's taxing authority as it may be a phishing attempt. If the email is legit, remember that it could take your bank a day or even a few days to move the money to your account. Refunds are often put in a clearing account first and then the bank has to move the money to your actual account.
The State of Illinois has a web page called Where’s My Refund, where you can see if the state has already processed your tax return and initiated your refund. The only information you need to enter is your SSN, first name, and last name. If the state has not processed your return yet, you can set up an email or text notification to let you know when it does.
If you are inquiring about a different state, please see this article for help.
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