If you have filed your return, you need to correct this since this is how the IRS and your State Department of Revenue will reach out to you if there are any issues.
Here are the instructions to change/update your address with the IRS: IRS Form 8822 Address Change.
You can complete the change of address form (form 8822).
Also, don't forget to contact your state Department of Revenue as well. Please see contact details below.