Boxing champion Muhammad Ali claimed to have spotted UFOs on numerous occasions. 

One sighting occurred while he was jogging in Central Park in New York City.  He looked up into the sky to see a glowing, bright light which appeared to move until it was directly in line with him.

His manager, who was with him at the time, didn't see the light. He says "If you look into the sky in the early morning you see them playing tag between the stars."

Source: http://www.thesun.co.uk/sol/homepage/features/2655271/Celebrity-alien-encounters.html?offset=6#ixzz0UCSX2jLt