You will not have a KY state filing requirement for wages earned in KY. You will include all of your income from sources both inside and outside OH on your OH resident state tax return.
Under a reciprocal tax agreements, OH residents who work in Kentucky are not subject to withholding of Kentucky income tax because of an exemption from state withholding on this income tax to OH residents who earn income in KY.
The following is only if you have KY withholdings on your W-2:
If you did have KY withholdings, because of this reciprocal agreement, you will not get an OH state tax credit on your OH resident state tax return. Instead you will need to file a nonresident KY tax return with zero source KY income (if you only have KY wages). This way you can get a refund of all your KY withholdings.
To avoid any future KY withholdings, Workers exempt under a reciprocal agreement must complete Form 42A809, Certificate of Nonresidence, which must be kept on file by the employer.