Do I need to file a U.S. tax return (1040 NR) in order to apply for ITIN?
Yes, generally you must file the U.S. tax return, 1040 NR. There are 5 exceptions available to this requirement, but they require very specific circumstances.
If you quality for an exception, that means you can still apply for the ITIN even if you do not file a U.S. 1040 NR tax return. However, there is a strict requirement of supporting documents that must be arranged in order for the IRS to allow your exception.
The exceptions table on the IRS website indicates all five exceptions.