No, you don't have to upgrade the exhaust but engine airflow is a system. The more you allow in, the more volumn is available to expel. So, if you increase your input, it has to go somewhere. Making the intake more efficient does nothing for the exhaust, it still has to use those skinny OEM pipes. Headers, downpipe, cat, and exhaust, or catback are all part of the engine system after the intake (with model variations). Allowing for more flow will make your engine more efficient and provide more horsepower. Start at one end and work your way down. Biggest bang for the buck bolt-ons are Intake, Headers, and Catback exhaust....in my humble opinion.