No chinchillas do not have any bad odors unlike some other rodents that are kept as pets.
Chinchillas when kept as pets in a clean cage have a good smell to them and do not make your house smell either.
Also a chinchillas pee is pretty much odorless as well as long as you clean the cage often enough you should not notice any bad smells coming from your chinchilla or chinchilla cage.
If your chinchilla does start to smell then the chinchilla is likely sick because a healthy chinchilla should not emit any bad odors when they are healthy.
Or the cage that the chinchilla is kept in is not being cleaned often enough.
Also as far as rodent pets go the chinchilla is one of the best rodent pets to have and one of the best looking rodent pets as well.