Iam a Foreign National working in US. Currenlty Iam working in Pennsylvania state and my employer is not deducting any state tax in my salary. But PA is not a tax-free state. Do I need to tell my employer now bcos they may deduct later all the amount at one go which will push me in tough state.

Any Help is appreciated..

Your employer is required by law to withhold state income taxes unless you provide him a legitimate reason not to.

Go back to your employer, show him this post and ask him to start withholding PA state taxes.