The jobless rate in January was 11.3%. That's up from 10.9% in December.

Justin Wehner is with the state Employment Development Department…which released the data. He says it's normal to see unemployment go up in January.

"When we look at the unemployment rate, how it has changed from December to January over the last 21 years, which is as far back as our data goes, it usually averages a 1% increase around this time of year. And that's most likely due to the end of the holiday shopping season and a lot of people exiting the labor force."

In fact, retail lost 3,900 jobs in January. Other sectors that saw big job losses include: transportation, warehousing and construction.

Government was the only major industry that saw job growth from December to January…gaining 2,400 jobs. Wehner explains - most of those jobs were in education, which is classified as "government" employment.