There is no requirement to have a job while sponsoring a spouse. But there are conditions that need to be met.
If you are moving to Canada, the question would be, how would your spouse support you?
To be a sponsor:
You and the sponsored relative must sign a sponsorship agreement that commits you to provide financial support for your relative, if necessary. This agreement also says the person becoming a permanent resident will make every effort to support her or himself.
You must provide financial support for a spouse, common-law or conjugal partner for three years from the date they become a permanent resident.
You may not be eligible to be a sponsor if you:
failed to provide financial support you agreed to when you signed a sponsorship agreement to sponsor another relative in the past
defaulted on a court-ordered support order, such as alimony or child support
received government financial assistance for reasons other than a disability
were convicted of a violent criminal offence, any offence against a relative or any sexual offence—depending on circumstances such as the nature of the offence, how long ago it occurred and whether a pardon was issued
defaulted on an immigration loan—late or missed payments
are in prison or
have declared bankruptcy and have not been released from it yet.
More info here -
http://www.cic.gc.ca/english/immigrate/sponsor/spouse-apply-who.asp#sponsoring