Go to the Returns Menu, and down select the File Nil Return option.Do You Have KRA PIN? If You Do Then You Are Required To File Tax Returns For The Period Between Jan2017-Dec2017. This you do whether you have been an employee or not. If you have not been in employment for that period, you only need to file nil returns. Its quite easy. Just Log into your itax account, then go to returns menu as and select File Nil Return as show on the image.