"Actually, I'm a mutant turtle, which is a non-sentient animal native to Earth. And I have been to space, but if your friend Rocket looks like that-" he points to the toy raccoon, "-but mostly brown with a black mask and black rings on the tail, then he might be from Earth too."

Admittedly, he might be an alien that just looks like a raccoon, given that Donatello has encountered aliens that look like humans as well as aliens that look like bipedal Triceratops.