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.
Are you thinking of the Angels? God did not send His son to save them.
Animals are not capable of sin, but they aren’t capable of making value judgments like a human is, either. But in possessing the ability to think rationally and make value judgments, and having free will would make any sentient being possessing those qualities capable of choosing whether to sin or not-at least that is my take on it...
They would also likely have knowledge of a higher power/supreme being/creator, as well.