Yeah, the title says it all. It'll be more helpful if someone could provide with some canonical examples in case of an affirmative answer.
EDIT: Those suggesting the trivial subgroup - my mistake - I was after a non-trivial answer. updated the OP. Thanks!
The answer is yes.
Example. Let $G:=\mathrm{GL}(n,\mathbb{R})$, then $H:=O(n)$ is a compact subgroup of $G$ which is non-compact. Indeed, for all $k\geqslant 1$, $\textrm{diag}(k,1,\ldots,1)\in G$, whence $G$ is non-bounded and therefore non-compact. Besides, by definition $H:=\varphi^{-1}(\{I_n\})$ where: $$\varphi(A)={}^\intercal AA$$ is continuous as a quadratic form. Hence, $H$ is closed and its bounded by definition, whence compact.
Actually, all maximal compact subgroups of $G$ are conjugates of $H$. Another way to put it, any compact subgroup of $G$ is a conjugates of a subgroup of $H$.