If you can still get mail from your Canadian address, then you don't have to change it. Just be aware that anything that the CRA mails to you will go to that address.
If your residency status has changed, you will need to put that on your return, as it can impact many things. 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
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