Alien life most likely exists, but it is very, very, very, very, very unlikely any alien has visited this planet. First, they would have had to detect us. How would they do this? Probably with radio waves that we have been transmitting for about 100 years. But there aren't that many stars within a 100 light year sphere of Earth to suggest odds are anything other than near zero.
Even if they have detected us, say from 50 light years away, it would require hundreds of thousands of years of travel to get here. This is not fiction ... we know that the faster you go, it takes enormous amounts of energy as any matter getting close to the speed of light increases exponentially. The odds of some alien species overcoming this is, based on what we know, low. It's just too costly in terms of energy to go fast enough to travel the vast distances in a short time.
So there are plenty of unidentified objects that happen to be flying ... but there is zero evidence of some life form from another planet visiting us.