It turns out that the nearest exoplanet is right next door. Of course, the neighborhood is kind of on the large side. In this case, next door is 4.2 light years ago, orbiting Proxima Centauri, the closest star, not counting the sun. Proxima Centauri is a very small star, class M, and puts out very little light compared to what we’re used to. This planet (Proxima b) is orbiting in the habitable zone, the so-called goldilocks zone, where liquid water would be possible.
This makes it theoretically possible that life could evolve there. But this is unlikely since the amount of X-ray or Gamma-ray radiation from the star is about 100 of the amount we get, which would break down DNA very quickly. Any life would have to store genetic information in a very robust chemical. Because class M stars are so small, the habitable zone is also very small. Proxima b’s year is about 11.2 of our days long; it’s orbit would be well inside Mercury’s orbit.
Popular Mechanics has a good article on the planet.