I was the Captain of a flight operating from Cancun Mexico to Calgary Canada. (Want's to Report UFO Sighting) It was a quiet night and skies were clear as we overflew the Wyoming, Nebraska, Colorado area. As we were flying northwest at 36000 feet we noticed a strange UFO light off into the distance to our right at about a 3 O'clock position and much lower than us but it seemed to be above the ground and moving slightly towards the north. The UFO Sighting light was Orangish in color and at random times started pulsating intense bursts of Red and Green random flashes that were the same colors as Red and Green lasers. the Red and Green pulsing would last a few seconds and then stop and start up again. This lasted a couple of minutes and then it stopped and we didn't see the UFO after that. As an airline pilot I see a lot of lights in the sky but this was nothing like I've seen before in my 25 years of flying and 14000 flight hours. It wasn't another airplane or helicopter and definitely not a natural phenomenon. Not sure what it was but my best guess would be either an actual extraterrestrial craft or a man made reproduction craft. Part of me wanted to query ATC but I didn't because I didn't want to attract undue attention to myself or the flight. mufon cms# 86516 UFO Sighting occurred on May 20,2017 over Wyoming U.S.