According to scientists, Mars is the best bet for a home for aliens.
This is because Mars has got water on it, and there has to be water on a planet to support life.
However there are thought to be thousands of solar systems in space - planets going around a central star like the sun.
However, we've only found one other solar system so far.
It is possible that life may exist in this solar system, but only if the conditions are just right.
Experts also think aliens won't live outside.
Many environments are too harsh for life as we know it, so space missions will be looking underground.