I was thinking about how his eyes look so sinister. It looks like when a person is possessed in a horror movie.Well, it's possible. The NV has a number of supernatural entities such as the death god, the king of hell that shows up certain rinnegan techniques, Jashin (who clearly seems to exist in some capacity seeing as how Hidan managed to attain immortality), and an entire afterlife.
Therefore, it is certainly plausible that demons exist in the NV. As for Jigen being one, we don't know enough about him to rule anything out right now, so it's possible.