As a general rule, yes, U.S. citizens have to file a tax return with the IRS every year, irrespective of the fact that they may have lived or worked outside of the country for the year in question. The IRS taxes all “worldwide income” of American citizens, so it is of no import that a person’s employer is located in a foreign country or that the person was paid in a currency other than the U.S. dollar—overseas citizens still have to report their income to the IRS.
Are you US citizen/resident ( Green Card )? if so you are taxed on world income and therefore it is taxable income to the USA. However, once you have established a tax home in a foreign country ( meet the substantial presence test ), you may be eligible to exclude most ( if not all ) of foreign eanred income from US taxes .
Please provide answers to q's above and also when did you leave USA, are you working for US entity or a local entity? Is your family with you ?