Yes, unless you qualify for another exemption. In general, U.S. citizens with a tax home outside the U.S. and who are residents of a foreign country for the entire taxable year are exempt from the requirement to have health insurance in the U.S. But if you are a student temporarily living abroad for part of the year, and don’t qualify for any other exemptions, you would be required to have health insurance or else pay a penalty. (26 U.S.C. 5000A; IRS, Individual Shared Responsibility Provision – Exemptions: Claiming or Reporting).