The simple answer is, "We don't know." We don't know if life exists elsewhere in the solar system. However, there is one world where some astronomers think life "could" exist. That world is the Galilean moon Europa, an ice moon around Jupiter. One would think that an ice covered moon orbiting a planet nearly half a billion miles from the Sun couldn't harbor any life at all. However, Europa's interior might contain a warmer liquid ocean under the ices. (We recall that, unlike almost all other substances, water expands when it solidifies. Therefore, ice forming on a water body rises to the top of the body as it is less dense than the surrounding liquid.)
Europa experiences "tidal flexing" related to Jupiter and two of the other Galilean moons, Io and Ganymede. These satellites experience an 'orbital resonance,' meaning that their orbits have integer ratios. For instance, Io completes two orbits in the time that Europa requires to complete one. (A 2:1 resonance.) Ganymede completes one orbit in the time Europa needs to finish one orbit. (A 1:2 resonance.) Consequently, Europa will experience a "flexing" caused by Jupiter and Io pulling in the same direction; at other times, Ganymede and Jupiter will pull in opposite directions. Also, they'll be aligned so that Io and Jupiter exert a gravitational tug on one side, while Ganymede pulls at the other. All these stresses induce a heating effect within Europa's interior. The ice moon might harbor a subterranean ocean that could be conducive to life's formation.
Interior of Europa (speculative)
However, this notion is still speculative. We don't know if life forms lurk within Europa. Instead, it remains the last place in the solar system where astronomers think extra terrestrial life could exist. (Of course, there could be aliens camping out on Callisto or Pluto or even a comet head, as far as we know. This question pertains only to indigenous life.)
As a side note, we are rather confident that both Venus and Mars are devoid of life. Humans once believed that Venus, being closer to the Sun and cloud-enshrouded, might have been a tropical paradise teeming with exotic flora and fauna. Mars was also thought to have harbored a civilization, albeit a dying civilization populated by hostile aliens hell bent on our domination. We now know that Venus is a blast furnace planet of sulfuric acid rains and crushing surface pressures. Mars is a desiccated world that might have once been hospitable to life, but is now barren.
If Europa turns out to be life-free, then we'll have to look to the exo-planets to find places where life also flourishes.