It's important to understand that Muslims do believe that Allah has created other beings, some we know about and some we do not know about. It is also important to understand that when people think of the term "alien" they think of Hollywood's version of aliens.
The following are verses from the Quran supporting this:
Surah 51:47 informs us, "And it is We who have built the universe with (Our creative) power;and,verily,it is We who are steadily expanding it."
Surah 55:33-34,we are addressed, "O ye assembly of Jinn and men!If it be you can pass beyond the regions of the heavens and the earth,pass ye!Not without authority will ye be able to pass!Then which of the favours of your Lord will ye deny?"
Surah 16:8 says, "And (it is He Who creates) horses and mules for you to ride...and He will yet create things of which (today) you have no knowledge."
These verses are stating that Allah has indeed created other beings other than humans. The root meaning of the word jinn is something hidden or which cannot be seen. Thus, jinns are unseen or are hidden meaning we as humans cannot see them. Some jinns are Muslim and some aren't. Allah has given jinn the same free will as humans.
I hope this helped.