Orion is the cat of Gentle Rosenburg, an Arquilian on Earth and member of the Arquilian royal family. Rosenburg was always seen with his cat, who was treated like royalty. Despite appearing to have a small role, Orion has a large role in the first film.
After the Arquilian is killed by Edgar the Bug, Orion was left at the morgue with Laurel. When Jay and Kay investigated, Jay accidently discovers the Arquilian in disguise, who reveals that the Arquilian Galaxy, which the Bug was looking for, was on Orion's Belt. The MiB take this to mean the trio of stars in space. However, after talking with Frank the Pug, they realize that a galaxy could be as small as a marble, containing billions of stars. After seeing a cat, Jay realizes that the galaxy is on Orion's collar. But, the Bug and Laurel also figure this out, and the Bug is able to get the tiny Galaxy from the cat. After this, the cat's whereabouts are unknown or whether he became Laurel's pet after her retirement.