Xenon can be found elsewhere. Wikipedia's Xenon; occurrence and production mentions a relatively high abundance of xenon on Jupiter, which is actually unexplained. But xenon is overall among the rarest elements everywhere, because of its high atomic number (requiring special processes to synthesize) and it's low tendency to form compounds.
Within the Solar System, the nucleon fraction of xenon is 1.56 × 10−8$1.56 \cdot 10^{−8}$, for an abundance of approximately one part in 630 thousand of the total mass. Xenon is relatively rare in the Sun's atmosphere, on Earth, and in asteroids and comets. The abundance of xenon in the atmosphere of planet Jupiter is unusually high, about 2.6 times that of the Sun. This abundance remains unexplained, but may have been caused by an early and rapid buildup of planetesimals—small, subplanetary bodies—before the heating of the presolar disk. (Otherwise, xenon would not have been trapped in the planetesimal ices.) The problem of the low terrestrial xenon may be explained by covalent bonding of xenon to oxygen within quartz, reducing the outgassing of xenon into the atmosphere.