No, it didn't. It doesn't even mention the States.
'Retained by the people'. Its about the rights of people. Not the power of States. As States don't have rights, they have powers. Only people have rights.
Can you quote Madison citing the 9th amendment as protecting state's rights in the Virginia Ratifying convention?
Madison used his same speech to the states regarding the intent of the Ninth Amendment as an argument against the national bank. Madison never mentioned individual rights in the minutes:
The proposed Bank would interfere so as indirectly to defeat a State Bank at the same place. It would directly interfere with the rights of the States, to prohibit as well as to establish Banks, and the circulation of Bank Notes…The explanatory amendments proposed by Congress themselves, at least, would be good authority with them; all these renunciations of power proceeded on a rule of construction, excluding the latitude now contended for. These explanations were the more to be respected, as they had not only been proposed by Congress, but ratified by nearly three-fourths of the states. He read several of the articles proposed, remarking particularly on the 11th. and12th. the former, as guarding against a latitude of interpretation — the latter, as excluding every source of power not within the constitution itself.
That quote doesn't say what you do about the 9th amendment (or '11th' at that point), nor indicated that the 9th amendment was about States. Madison was of the view that the Bill of Rights was unnecessary as the Constitution was an exhaustive list of powers. Thus, anything not within the powers listed were outside the federal government's ability to act. As he went into elaborate detail about in his congressional introduction of the Bill of Rights to congress, making it clear that he was talking about those rights of the people.
James Madison Introducing the Bill of Rights to Congress said:
It may be said, indeed it has been said, that a bill of rights is not necessary, because the establishment of this Government has not repealed those declarations of rights which are added to the several State constitutions; that those rights of the people, which had been established by the most solemn act, could not be annihilated by a subsequent act of that people, who meant, and declared at the head of the instrument, that they ordained and established a new system, for the express purpose of securing to themselves and posterity the liberties they had gained by an arduous conflict.
There's no real question we're talking about the rights of people here. In fact, virtually every right cited later in the introduction of the Bill of Rights begins with 'The people shall not be constrained', or 'The people shall not be denied' and the like.
Its ludicrously clear that these are individual rights being discussed. Not State powers. So when Madison gets into the 'those rights wich were not placed in that enumeration', he's speaking, unambiguously, of individual rights of the people. Not the States.
James Madison Introducing the Bill of Rights to Congress said:
It has been objected also against a bill of rights, that, by enumerating particular exceptions to the grant of power, it would disparage those rights which were not placed in that enumeration; and it might follow, by implication, that those rights which were not singled out, were intended to be assigned into the hands of the General Government, and were consequently insecure. This is one of the most plausible arguments I have ever heard urged against the admission of a bill of rights into this system; but, I conceive, that it may be guarded against. I have attempted it, as gentlemen may see by turning to the last clause of the fourth resolution.
Which is why the 9th amendment makes no mention of the States. But references only the rights retained by the people.