He also added that he had investigated and discovered over 500 real-life encounters with aliens that the US Government had recorded dating back 70 years. Whilst he described the discovery of the events as "fascinating", he also added that he believed the Government were trying to keep the details under wraps and hushed up.
Speaking on US TV's 'The Late Show With Stephen Colbert', Spielberg revealed his obsession with UFOs as he said, quoted by Mirror.co.uk: "I think it's mathematically impossible that we are the only intelligent species in the cosmos. That's totally impossible. It is exciting."
He added: "There is something out there. I do not know if I am a believer in the sense I am the kind of person that would think I have got to see something like that to believe it. I can make up stuff and make movies about things I have never seen or experienced. That is fine. In terms of really believing something, I would have to have my own close encounter."
"I have never seen a UFO. I wish I did. I have never seen anything I could not explain. But I believe certain people who have seen things they cannot explain. That is unexplainable. I think what has been coming out recently is fascinating."
The director has also said that he found the idea mind-blowing that aliens could travel to Earth as he said: "It almost seems impossible that anybody would visit us from 400 million light years from here except in the movies - unless it figures out some way of basically jumping the shark and getting here through wormholes."