I would think that they would have body clocks, as most planets spin (at least the ones we think it would be possible for life to form on do) and so would experience night and day. The rhythm time would probably depend on the length of the day. It takes 24 hours for Earth to rotate once, but other planets could take less or more time to complete one day, which would affect the animals bodyclocks.
Of course, as they are aliens, they may be very different to the animals we know. For instance they may not use visible light to sense their surroundings, or they may not sleep. Both of these things would mean that they would have very different, or no body clock at all!
Body clocks in animals controls the sleeping and feeding patterns of animals, including human beings. This is connected to patterns in your core body temperature, brain wave activity, hormone production, cell growth and other biological activities. It is also linked to the length of day or night.
So if you had an alien they might have a body clock (depending on how the evolved) but this would be controlled by the day/night cycle (if their planet had one), what kind of temperature the planet was at, what they ate, if they had molecules like hormones inside them etc. The planet and environment would most likely dictate the body clock function!
Without knowing the planet and its environment you can’t really predict anything else! (:
Hey can I throw a spanner in the works here- what about animals that live at the Poles? (i.e. Polar bears) Doesn’t the days or night last there for half a year at a time? How does that work on their body clocks?