My husband is active duty. Our state of residenc is TX. In 2019 we sold our home in Colorado. Our gain from sale was under the 250K. Do we have to file state taxes in CO?

Thank you for your husband's service.

If you have to file a federal return, it appears that you need to file a CO return. See https://www.colorado.gov/pacific/sites/default/files/Income6.pdf  See "Who is a CO Part-year resident" and "Who is a CO non-resident" for those requirements. 

You also might want review https://www.colorado.gov/pacific/sites/default/files/2019.12_Income21.pdf to be sure that you are not a resident. Apparently military  spouses need to make an election (and even active duty stationed in CO can choose to be a resident by various actions, e.g. registering to vote).

There might be an exception for the sale of a home that isn't federally taxable (section 121 exclusion), but I can't find that. (That amount BTW is $250k gain per spouse.)