I think that's is a possibly, people get the concept of aliens easily but have a hard time believing that other intelligent species may be living among us.
Look up but don't look down. We really don't what's down there.
Godfather III
As a example. There are mountain lions where I live but nobody that I know has seen one. They are smart cats but not as intelligent as humans. Image how good of a job intelligent species could do if they want to hide from us.