If there are alien civilizations in the Universe, some of them could be super advanced. So advanced that they can rip apart planets and create vast shells surrounding a star to capture all its energy. These Dyson spheres should be detectable by modern telescopes. Occasionally astronomers find an object that resembles such an alien megastructure, but so far, they’ve all turned out to be natural objects. As best we can tell, there are no Dyson spheres out there.
Reference: Narasimha, Raghav, Margarita Safonova, and C. Sivaram. “Making Habitable Worlds: Planets Versus Megastructures.” arXiv preprint arXiv:2309.06562 (2023).