You mean some animals in Europa (the moon of Jupiter) ?
Or in some spaceship hidden behind the Moon?
If they have spaceship then they are very advanced. Why dont they just live amongst us?
There could be aliens on pretty much any planets in the solar system, so why not? We only see good pictures of them that get revealed by Nasa or some other agency. Even if they had a picture/footage of aliens or spaceships I'm pretty sure that it is going to be classified.
If they look like us, some might live among us. It really depends on how you define an alien; someone who is not from Earth?