Here's the problem: here on Earth nearly all living things require oxygen because it's the most convenient, plentiful, and non-toxic oxidizing agent. Oxidation could realistically be called the center of the living universe. No oxidation, no life (insofar as we know and understand life today). It does a lot more than just make energy. Oxidation is needed for decomposition, to fight pathogens, for all kinds of things.
Which means that unless you walk away from describing the internal workings of your creature (honestly, most authors don't explain the inner workings of things for a reason), you either need to replace oxidation with something that can be found in outer space or you need to explain how you're getting enough oxygen. Why? Because oxygen is consumed in the oxidation process and I'm not a good enough chemist to suggest a way that it can be recycled (which would likely break the laws of thermodynamics, anyway).1
It's true that many things other than oxygen can be used as oxidizers. The problem is that most of those things are toxic for one reason or another. Yikes!
So, I'm going to ignore the science-based tag and go with science-fiction instead
Let's combine some things we know and see what imaginative fiction we can come up with.
- At the bottom of the ocean, there's little to no free oxygen. That means there are a whole host of creatures that have to make do or go without. From that linked source we learn:
the giant red mysid (Gnathophausia ingens) continues to live aerobically (using oxygen) in OMZs. They have highly developed gills with large surface area and thin blood-to-water diffusion distance that enables effective removal of oxygen from the water (up to 90% O2 removal from inhaled water) and an efficient circulatory system with high capacity and high blood concentration of a protein (hemocyanin) that readily binds oxygen.
Another strategy used by some classes of bacteria in the oxygen minimum zones is to use nitrate rather than oxygen, thus drawing down the concentrations of this important nutrient. This process is called denitrification.
What this tells us is that a good space creature design would be one that uses oxygen with enormous efficiency.2
- The universe is filled with plasma. I'm actually having trouble finding details about what kinds of atomic plasma can be found out there, but the reality is that oxygen plasma can be one of those wonderful atoms. From that link we learn...
The magnetosphere provides a barrier between our planet and particles continually given off by the Sun's corona called the "solar wind." These particles constitute a plasma - a mixture of electrons (negatively charged) and ions (atoms that have lost electrons, resulting in a positive electric charge).
Sure, that plasma is proverbial as hot as the nether foundations of Lucifer's kitchen! But all the electrons and atoms you need (given massive efficiency!) are out there. Well.. OK, there's not a lot of them. But that's one of the reasons I'm shifting to the science-fiction tag.
- Finally, there are creatures who require oxygen that can't get enough of it from the depths of the ocean. One famous example is a whale, which must periodically surface to get the oxygen it needs.
I give you Vernaculus Solanum Tuberosum Balaenus3
Your creature needs oxygen like pretty much every other form of life. But it has:
- The most evolved oxygen efficiency in the known universe,
- The ability to supplement its oxygen by recombining the electrons and atomic nuclei in Solar Wind (the heat is used to aid in other things, like digesting wayward spaceships),
- The capacity to store an unearthly amount of oxygen,
- And the periodic need to skim oxygen from venting comets and unsuspecting planets.
And when the natives of an otherwise perfectly peaceful world see a school of those whammer-jammers coming in to suck down a little prime oxy... oh, yeah... whole religions are born.
1 That's not completely true. As an EE I can tell you that you could use solar power (saving the laws of thermodynamics) to break apart oxidized compounds to free the oxygen to be used once again as an oxidizing agent. However, I consider that line of reasoning a great deal less believable than what I'm going to explain next. A chemist might know better than I, but I don't know of any animal solar-accumulating-break-oxygen-apart anythings. That's why I'm skipping this potential solution.
2 You could legitimately convert from oxygen to nitrogen based on the fact that some bacteria use nitrogen rather than oxygen. But I suspect there's not a whole lot more nitrogen in the vast reaches of space than oxygen, so you're basically back to the same solution I'm offering, other than the supplies of nitrogen are a whole lot smaller than of oxygen. Weird, that....
3 That's likely the worst Latin translation in history and I can easily imagine Latin enthusiasts laughing for weeks and Latin professionals closing their Worldbuilding accounts because of it. It loosely translates to: The Homegrown Potato Whale.