That depends on a lot of things, like your residency status, how long you have been in Canada, how you get paid, if you have Canadian income, etc... If you are unsure of your residency status, you will need to contact the Canada Revenue Agency (CRA) and confirm it with them.
If you are in Canada or the United States, you can call the CRA at 1-800-959-8281. If you are elsewhere, you can call 613-940-8495. This page has more ways to contact the CRA: Contact the Canada Revenue Agency
You also may want to contact the IRS to see if you need to file a US tax return.