Correction: As my old advisor used to put it, we know that magnetic monopoles exist; there just might be a very small number of them, such as zero.
That is to say, unless a lot of what we know about physics is very wrong indeed, it should be possible to produce magnetic monopoles under sufficiently-extreme conditions (we don’t know exactly how extreme is needed, but we can put some bounds on it on both sides). But those conditions are, so far as we know, nonexistent now. They did exist at one time in the Universe, but it’s expanded enough since then that the expected number of them in the entire observable Universe could be as low as 1. And an expected number of 1 means that there’s a pretty good possibility that the actual number would be 0.
That said, there has been at least one detection event of a magnetic monopole. Of course, nobody actually believes that we were lucky enough to detect the one singular magnetic monopole in the entire Universe. The possibilities, in order of decreasing probability, are roughly that it was some sort of glitch in the detection apparatus, it was a hoax, or magnetic monopoles are a lot more common than the worst-case estimates (though still quite rare). And I don’t think that anyone’s really betting on that last possibility, cool though it would be.