What is the kevin costner movie in which he is on a different planet and finds an alien?

Is it possible you are thinking of "Enemy Mine" (1985 - Fox Region 1 UPC: 024543012993) with Dennis Quaid and Louis Gossett Jr?

I think Robertva is right. Here's a list of Kevin Costner's movies. I don't think
He's been in outer space in any of them:

Swing Vote (20-May-2008)
Mr. Brooks (31-May-2007)
The Guardian (28-Sep-2006)
Rumor Has It... (22-Dec-2005)
The Upside of Anger (11-Mar-2005)
Open Range (11-Aug-2003)
Dragonfly (18-Feb-2002)
3000 Miles to Graceland (20-Feb-2001)
Thirteen Days (16-Dec-2000)
Play It to the Bone (25-Dec-1999)
For Love of the Game (15-Sep-1999)
Message in a Bottle (12-Feb-1999)
The Postman (25-Dec-1997)
Tin Cup (16-Aug-1996)
Waterworld (28-Jul-1995)
The War (4-Nov-1994)
Wyatt Earp (24-Jun-1994)
A Perfect World (24-Nov-1993)
The Bodyguard (25-Nov-1992)
JFK (20-Dec-1991)
Robin Hood: Prince of Thieves (14-Jun-1991)
Dances with Wolves (4-Nov-1990)
Revenge (16-Feb-1990)
Field of Dreams (21-Apr-1989)
Bull Durham (15-Jun-1988)
No Way Out (14-Aug-1987)
The Untouchables (3-Jun-1987)
Sizzle Beach, USA (1986)
American Flyers (16-Aug-1985)
Silverado (10-Jul-1985)
Fandango (25-Jan-1985)
Testament (9-Mar-1984)
The Gunrunner (1984)
Table for Five (1983)
Night Shift (30-Jul-1982)


Official Website:
KEVIN COSTNER.COM (http://www.kevincostner.com/)