That is a good question, but of course Christians have already considered this. There are many possible responses.
1. Christianity Collapses
OMG we were wrong, the bible is nonsense.
This response is very unlikely, in part because people do not like to give up their firmly held beliefs easily. But also, many Christians feel that there is not a more beneficial worldview out there at this time. So until a new practical and comprehensive worldview was synthesized, Christians would stay Christian while attempting to synthesize this new world view themselves.
2. Aliens are not eternal and perish like animals
Since the salvation story is for humans, aliens are NOT made in the image of God, and like other brute animals, do not have eternal souls that must face judgement. When they die, that’s it.
This response is also very unlikely, since this would mean that the intelligent aliens have no objective moral duties before God.
3. Aliens perish like unbelievers and have no hope of salvation
Just because they are intelligent or have eternal souls does not mean they are made in the image of God. 
This is considered a possibility, since humans are considered the pinnacle of creation in the entire universe, not just the pinnacle of creation on earth, if you are following the biblical narrative.
However, again this brings up the problem of them having no objective moral duties before God. As well, this might call into question the justice of God. Even if they are not in some way “made in the image of God,” they may have eternal souls which are of value.
4. Aliens perish like human unbelievers unless they repent and believe in Jesus
If intelligent aliens do have eternal souls that must face God in judgment, there is no hope for them outside of Christ. In this case, the aliens would be seen as an opportunity for evangelism.
This seems somewhat unlikely since Christ was incarnated as a human not as an alien. So it’s doubtful that his vicarious death would be sufficient for a very different set of inteligent, morally responsible beings.
5. Aliens had their own incarnation of Christ
In their own timeline, Christ has also been incarnated and they have their own substitutionary death story and relationship with God independent of what we knew.
This is considered a significant and good solution. But of course we would have to see if their experience with God included this type of historical narrative.
6. Aliens are not intelligent life, but demons
Intelligent aliens are not real, they’re just demons who are fooling gullible humans.
Currently this is considered the primary possibility. And in the light of the fact that we currently do not have any physical artifacts of aliens, all current encounters may be explained this way.