You can use GeneMark™ - Free gene prediction software, and prediction of probable genes by Fourier analysis of genomic sequences si also possible. GeneScan can locate coding open reading frames and exonic regions in genomic sequences.
Are you looking for a specific gene that you know exists in other species? If so then you can use orthologs of your suspected gene and the Exonerate program. The results of this will be superior to any de-novo prediction software if your case fits the requirements of the first sentence.