No, mutants from other worlds do exist. It is unclear what the initiating agency of their mutation is, but it is likely the Celestials are involved, as well. (see Is there a set limit on Mutant Abilities...) Races where mutation results in extreme abilities are likely the experimental subjects of the Celestials. Races with advanced technological abilities are known to engage in genetic engineering, eugenics or other forms of manipulation in an effort to create or instigate mutation as well.
Evolutionary Dead Ends...
However, the most well known races of the Marvel Universe, the Kree, the Skrull, the Shi'ar are all races whose evolutionary development has stagnated and mutation is very rare, and often frowned upon if discovered (social nonsense around racial purity...).
The Kree and Skrull are highly advanced races both physically and technologically. Both have bodies that would be considered superhumanly strong (able to lift 5 tons) and resistant to injury. The Kree physiology is highly tuned and they are exceptional warriors. They also come in Blue and Pink varieties. These skin-tones do not appear to affect their abilities, but Pink Kree are often considered inferior to Blue Kree.
The Kree
Recognizing their genetic stagnation, the Kree planned to use a piece of rogue technology called the Psyche-Magneton to merge human and Kree genetic material hoping to produce a hybrid capable of reintroducing genetic variation in the Kree genome. Unfortunately, for the Kree, only one such sample was created and the device was destroyed. Carol Danvers, Ms Marvel is the successful result of that experiment. There is one other Kree mutant whose origins are still shrouded in mystery, Ultra Girl. She possesses a array of physical powers, including super-strength, speed and enhanced senses.
The Skrull
The Skrull have a genetic ability to imitate the physical appearance (as well as vocal sounds) of a creature of bilateral symmetry similar to their own. Both races are considered evolutionary dead ends and have been seeking methods of jumpstarting their evolutionary (genetic) abilities. This is reflected in their interest in the Earth, which still has a propensity for "wild" mutation.
As a possible side effect of their physical mutability, there are the occasional mutant births among the Skrulls, but they are usually culled or killed when their mutant abilities arise. A well known group of Skrull mutants was called Cadre K ("k-class deviant skrulls") who fought to rescue their kind from being culled at birth, agitated for mutant rights. Roster includes Fiz, Goroth, Nuro, R'Tee, Spunje and Zcann, founded and initially mentored by Professor Xavier of the X-Men.
The Shi'ar
The Shi'ar are also an advanced galactic species whose roots have an avian ancestry. While they are not mentioned as having reached an evolutionary dead end, they are also genetically very stable and have been so for quite some time.
Cal'syee Neramani-Summers, sister to the Empress Lilandra, also called Deathbird is a genetic mutant of the Shi'ar species; she has superhuman strength, speed, stamina, agility, flexibility, reflexes, coordination, balance, and endurance well beyond the average limits of her race. She shares all of her races genetic propensities but has atavistic capabilities not seen in her species for millennia.
Other Interstellar/Interdimensional Mutants
There have been examples of other alien species having mutants such as Ariel. She appeared in the Fallen Angels storylines (1987). She is an extraterrestrial native to the world known as the Coconut Grove, home of a culture devoted to the pursuit of pleasure. Her mutant ability was to create transtellar wormholes. The people of Coconut Grove were quite sophisticated in their genetic technology and had performed extensive (though morally questionable) experimentation around mutant development.
Longshot was a genetically engineered being from the Mojoverse. Created merely to serve as slave labor, Longshot's mutation was unexpected superhuman levels of agility, acrobatic ability, and strength. He was further augmented with a magical ability to alter his personal probability field, improving his luck, as long as he didn't push his luck.
This is not an all-inclusive list. There are likely many others.