Yes. The USCIS will require your most recent tax return as part of the affidavit of support. In general, you will have to prove that you earn or receive appropriate funds to support your wife. This must be verifiable income at 125% of an annual income determined by the Department of Health and Human Services.
You may need to file a current income tax return. If you do not earn enough, you cannot sponsor your spouse without a joint sponsor. The processing fees are expensive. Those who have made mistakes or given up may have to pay the USCIS filing fees, again. USCIS filing fees may start at $1365, where she can file in the U.S. For more information, schedule an appointment with an experienced immigration attorney.
The above is general information and does not create an attorney-client relationship.