The odds are, given the vast size of the universe, and the infinite number of celestial bodies flying around and infinite number of solar systems, we are not alone.
Yet so far we've not found any.
It's possible that Earth is the first life in the universe, after all it has to began somewhere.
Or we could be the last.
It has been covered, sort of, by the Fermi paradox:
The universe is bigger than you think and our planet is a lot smaller than what you may perceive. There are many other galaxies that contain lots and lots of planets within them, we can't be the only ones alive.
The most logical reason why we still haven't heard from our distant neighbors, for many researchers, is: the space is simply too vast! Astronomer Jill Tarter uses the following analogy: if we imagine all the places where we could search for life like an ocean, what we have managed to search until today would be nothing more than a glass of water.
Well ... if you talk about any kind of life, then no, we are not alone. There are already researches released by NASA that demonstrate the existence of microorganisms and bacteria on other planets.
But if you talk about intelligent life ... there is no evidence, but given the extent of the universe it is statically unviable that it does not exist.
In fact, the spiritist religion meets ufology at a certain moment. It is a very interesting read if you are in time and curious.