Dear A Moment of Science. Are aliens going to eat us? Signed, Frightened. Well, Frightened, that's more of a science fiction question. But science does have something to say here, and sometimes purely imaginative questions are great tools for helping us think about how the real world works.
First, it's not strictly impossible. Many scientists agree that the Milky Way galaxy is probably brimming with living things. That doesn't mean any of them are smart enough to build interstellar spaceships, but let's assume they are. Still, why are they unlikely to eat us? One reason lies in energy itself.
The point of eating is to take in usable energy. A lion will expend a lot of energy running down a zebra because, once it is caught, the calories contained in the meal far outweigh those expended in the chase. If this weren't true--say, if the zebra's body only had the caloric content of a grape--then the energy expended would outweigh the energy gained, and the lion would lose out.
Any alien predators would face the same problem. The amount of energy expended in building a space program, fueling rockets, to say nothing of getting from one star to another, would be huge. For any realistic technology it would far outweigh the benefit of just munching on people. It would be like climbing Mount Everest in order to pick a few berries.
Some day we ourselves may travel to other planets. But any species that goes to such lengths merely to find food will find itself quickly exhausted.