If you're referring to "Greys", that's simply not true.
Wells wrote two alien stories: War of the Worlds and The First Men in the Moon. I've read both, and neither of them contain anything remotely like a "Grey."
Yes they do. He doesn't specifically say "Greys" but he describes similar beings that live on the moon on "The first men on the moon". Called the "Selenites" or something like that.


Poo.