Short answer yes. Long answer not as we know it.
Life on earth as we know it uses liquid water to transport all nutrients it needs. The main cell is almost completely water, with a few floating proteins, RNA and DNA.
To be life one must be able to reproduce as a species. To reproduce requires re-positioning nutrients and proteins (or equivalent). Life needs a medium to carry those in and to be able to interact with them. It can not be rigid or else it would not be able to move anything so always requires a fluid.
However, liquids are not the only fluids. Gases are also fluids. is it possible to make gas based life? Well yes and no. Gas is far more spread out than liquid (and everything contained in it) so that means it would take far longer to do anything. This means that the chance enough elements come together and be able to reproduce would take..... trillions of years to evolve. Gas clouds can easily "weigh" trillions of tons and be tens of thousands of light years across.
Does that mean we have to look for liquids for life if solids and gas can't produce it?
No!
You forgot the 4th state of matter, plasma. It makes up over 99.8% of the universe how could you forget about it?
Plasma moves around extremely easily and moves around in a predicable and (more) easily controllable way through magnetic fields. However, plasma is so hot that it can break apart all compounds so life as we know it can not live. This does not mean life can not evolve to live as a magnetic field or in a way like that we have never even thought of. Anything is possible.
TL;DR space has non liquid life