Story, first published: Thrilling Wonder Stories, April 1939
Simak's earliest story appealing directly to the reader's sympathy for the alien is "Madness from Mars" ... . The Mars expedition returns with all of its astronauts dead, apparently caused by madness among the crew members. The only creature left alive on the ship is a cute little Martian fur ball. In the zoo, it drives the other animals berserk. The Martian is homesick and lonely, and in its efforts to communicate, it issues ultrasonic signals that drive Earth life insane. The hero euthanizes the poor creature whose sounds are "like the whimpers of a lost puppy on a storm-swept street" - a far cry from evil aliens bent on the destruction of mankind!
Ewald, Robert J.: When the Fires Burn High and the Wind is from the North, p.27-28
"Madness from Mars" was published in 1939 and deals with the aftereffects of the first Earth spaceship to return from Mars (there were three previous ships to Mars, but they never came back). We learn in the third paragraph that it's a scientific impossibility to communicate by radio over interplanetary distances; this is treated as the same sort of obvious immutable physical fact as there being no air in space.
So it's only natural that people on Earth are mighty interested in what they're going to learn when the spaceship makes its triumphal landing in a Midwestern field. As he waits nervously, we hear Dr. Stephen Gilmer, director of the Interplanetary Communications Research Commission, exclaim between puffs on his cigar: "I hope they found something. This trip cost us a million bucks."
Wow. Sending a five-man spaceship to Mars and bringing it back to Earth costs one million dollars. Mr. Gilmer is right to be worried about his commission's enormous investment.
As it turns out, the five-man crew has murdered each other on the way back to Earth, and the only life form remaining on the ship is a captured Martian who resembles a large Tribble. Scientists converge to study the fluffy beast. Bloody carnage ensues.
Brendan: Balancing Frogs