Dear Jayesh, I think you are worried about UPSEE COUNSELLING and not USEE. 

So, taking about the UPSEE counselling and your question - Yes, it's mandatory for all the eligible students to provide the domicile certificate  during the document verification.

I am mentioning you the list of documents that you will be needed at the time of document verification -

• UPSEE Admit Card 2019
• UPSEE Rank Card 2019
• Class 10th and 12th Certificate & marksheet
• Rural weightage certificate (if applicable)
• Domicile certificate
• Domicile certificate of his/ her parents (Father OR Mother) if the candidate has passed qualifying examination from outside of U.P
• Character certificate
• Certificate of Medical Fitness/ Undertaking of Medical Fitness
• Category certificate for OBC/SC/ST (if applicable)
• Subcategory certificate for Freedom fighters/Armed forces/ Physically handicapped as applicable
• Income certificate for economically weak candidates
• GDDA category certificate (if applicable)
• Other Documents required (only if applicable)

All the best 

Hope this helps