It depends- but, probably.
The following gambling income is subject to tax as a nonresident of NJ:
Gambling winnings from New Jersey sources such as winnings from a casino or racetrack located in New Jersey, including New Jersey Lottery winnings from prize amounts over $10,000. (The $10,000 rule only applies to the NJ lottery.)
Although the amount may be little, you are also required to file this return if your total income is more than a $10,000/ $20,000:
Nonresidents who receive income from New Jersey sources and who have total income from all sources (both inside and outside New Jersey) that exceeds the filing threshold amount for their filing status must file a New Jersey nonresident income tax return. The filing threshold amount is $20,000 for those who file as married/CU couple filing joint return, head of household, or qualifying widow(er)/surviving CU partner. The threshold is $10,000 for those filing married/CU partner filing separately or single.