I watched this as a teen, so it is probably dated before 1995. If I remember correctly, one of the initial scenes was set on a space-ship and there were some heavy vault-like doors. I believe some kind of accident causes at least one of the sealed doors to open and an alien breaks free. Somehow, the alien (if my memory serves me right it was just referred to as a "Xenomorph" later) gets to Earth and thats where most part of the movie happened. Most likely it was "present" Earth, no future setting.
This is the T.V. Miniseries (later series) called Something is Out There.
The description at IMDB is:
Two police officers investigate a series of brutal murders in which the victims have had bodily organs removed. When one of them questions a young woman who has been seen at the crime scenes, it turns out she is an alien from an interstellar prison ship and that the murders have been committed by a powerful xenomorphic alien which had escaped.
The first episode contains the part where the alien is escaping from the prison ship. The scene with the vault-like door that was described can be watched on Youtube.