Yes; there are or have been "alien" members of the Men in Black, namely:
Frank the Pug
Our old mate Frank the Pug is actually Remoolian
Agent X or Chief X, is an agent featured in the animated series, The Men in Black Series, although Agent X' home planet is not listed, he is from the G-Dan Galaxy and clearly doesn't look "hooman" (although he wears a human disguise when out in the field.
Although this one is a little bit "iffey", the character Alpha (F.K.A Agent A) is the former chief of the MiB (Agent "Zed" Z's predecessor). Although originally human, he was exiled, and returned after altering his body and adding alien parts to it which he forcibly collected, making him look, alien.