10 Theories Why We Haven't Discovered Aliens Yet
3. We Haven't Been Listening
The first primary method to search for alien life is to send radio signals out into the universe, hoping for a reply back. The second is through nifty gadgets like telescopes, seeing planets and checking for things like water, an atmosphere, etc. That is our method of communication, looking and calling out if anybody is there, but it hasn't yielded results, and that might be because they've been replying, and humans haven't been paying attention.
Statistically, the current method is the best choice, but it could be that aliens have been trying to talk to humans for ages, and neither party has a compatible means of communication. Imagine if someone were trying to call you on a cell phone and all you had were smoke signals.
It is impossible to say if humans are the ones with the phone or the smoke signals in that scenario, but either way, everyone will feel silly when they realize they had been blustering around, doing it wrong the entire time.