Past exam of the metric spaces and complex analysis course of the University of Oxford / 2015 / 1 / c / ii

Take an irrational number $a\in (0,1)$. The density of the rational numbers provides a sequence in $\mathbb{Q}\cap [0,1]$ converging to $a$, which is outside that subset. Thus the subset is not closed in $\mathbb{R}$. By the Heine-Borel theorem, it is not compact, despite being bounded.