It depends on what type of income it is.
The general rule is that you can claim a dependent child's investment income on your own return up to a certain amount —above that, they have to file themselves. Dependents who have unearned income, such as interest, dividends or capital gains, will generally have to file their own tax return if that income is more than $1,050 for 2018.
You cannot include your child's earned income on your return. If your dependent's earned income is more than $12,000, the child must file their own return.