I would say that I find it unlikely that there is enough energy underground to provide enough to sustain advanced life forms. And by that I would include rodents. There would have to be a terrarium kind of environment. Even here on earth living cave systems breath air to keep Oxygen moving, have fresh water sources flowing through etc. Mines without proper ventilation kill swiftly.
So for a natural system everything would have to be very well balanced to keep any reasonable level of life going. There also would likely be some kind of marks on the ground like gofer mounds where the 'living' spaces where dug out.
However, having said that, I think it is possible (though not terribly likely) that an evolved race could have dug down after it became a problem of the atmosphere departing. They would have to be fairly advanced to have an entire society living below ground, keeping fed etc. I would guess if such a thing where true, most would be somewhat close to Olympus Mons, for the geothermal energy that could be available.
It would be a useful place to have a science station to observe life on earth. I would also think that if the race was advanced enough to recognize the issues facing it of a depleting atmosphere and create a subterranean living conditions to last eons, then I would think it likely that it could try and colonize one of the close planets such as Earth...