Here are some potential forms of energy retrieval that an intelligent Alien species could have. They could use any of the energy sources that humans have been able to harness on Earth.

Solar
There is no inherent reason why an intelligent species would require a more energy than photosynthesis could provide, and I see no other reason why photosynthesis would prove an issue for specifically an intelligent species.

Nuclear energy
An alien species may use the natural or engineered breakdown of radioactive materials (inside or outside of their bodies) to provide the energy required for living. There is an example of a creature on earth - Desulforudis audaxviator - which uses a bioproduct of nuclear decay to produce the ATP it requires.
Alternatively, this radioactive energy could potentially come from galactic cosmic rays.

Kinetic (Wind/Tidal/Wave etc)
Although on Earth these forms of energy are limited, in other environments - such as a planet with an even larger moon than Earth, or with deep canyons which funnel wind to incredible speeds, life may be able to utilise this energy to a greater extent.
In fact - this energy is also used by many life forms on Earth. For instance, tumbleweeds use it to spread their seeds. However, one might argue that they aren't truly "retrieving" the energy since it isn't stored by the organism.
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