If it can get here, that would imply intelligence as that would not be an act of instinct but an act of will so either the alien could either be:
a) sinless
b) have free will.
I think C.S. Lewis did a series of books on this back in the day.
It is entirely possible that God would create a race of sinless rational beings and then have them come here to our world. But it hardly seems sporting.
My money is on any rational race being capable of choosing to sin.