A claim was filed in another state (small claims)
The claim was filed in the county of plaintiff that our company has no affiliation.

Our company has not contracted with the Plaintiff

Your company is being sued by someone who you claim you have never done business with. The suit was filed someplace where your company does not have a presence. Does the plaintiff live there? What is the suit about?

I don't see any lack of jurisdiction.

You can, however, ask for a dismissal since there should be no grounds for a suit if you have no business with the plaintiff.You can also countersue for costs if the suit is frivolous.

Depends on the small claims statute or rules, as well as the "long arm statute" in the "other" state.