Since every man-made society has eventually invented some sort of a higher power, it would seem logical that other "alien" civilizations have done the same. The "gods" they invented would not be the same "gods" we have invented, of course. So it you are thinking of a particular "God" with a capital "G", then no, that is not at all likely.
As to how "religious" people would handle that fact, consider that they can't handle the fact that there are how many sects within christianity that can't get along? And that 2/3 of the world's population is not christian at all. So I think you can see that handling alien "gods" on top of that would seriously drive 'em nuts!