Foreign Inheritance

I've received inheritance money from the US. Do I need to complete a self-assessment form?

Hi 
Inheritance tax is only due on UK assets. Therefore inheritance that you receive from anywhere that is not the UK is not taxable and does not need to be declared. However, You will need to declare any income that is then generated from these assets. 
Please also see guidance on Self Assessment at:
Self Assessment tax returns - Who must send a tax return.
Thank you.