Does a non-resident of Illinois have to file a state return for selling an inherited property at a capital loss?

[kkat]

I am a California resident who inherited my parents' property in Illinois. The property was only used for personal reasons. I sold it in 2018 for a capital loss. Besides my federal and CA tax returns, do I also have to file a state return for Illinois? 

[KrisD]

How much time passed from inheriting and selling the property?

[kkat]

8 years. The FMV was slightly more than the final sale. There was an approximately $400 capital loss.

[KrisD]

Yes, although you had a loss, and therefore will not owe tax, Illinois will look for the sale to be reported.