Is the set $S = \{ x \in [0,1] | e^x \cos(\sqrt{x^2+1}) \leq 1 \}$ compact?
I already proved that continuous image of compact sets is a compact set and also that $f(x)=e^x \cos(\sqrt{x^2+1})$ is a continuous function, but I don't know how to analyse this set because of the condition $f(x) \leq 1$.
I think (by graphic analysis) that it is compact since the image of every point in $[0,1]$ lies below the line $y=1$, so it would be the continuous image of a compact set. But I need to properly justify this, and I'm failing to do this.
Any help would be appreciated.

Unless I am misunderstanding what you mean, in order to show that $S$ is compact you should not be interested in the image of a function. You should be interested in the preimage of some set under a function. If I am not getting your meaning, please let me know.
Specifically, we should look at $f: [0,1] \to \mathbb{R}$ given by $f(x) = e^x \cos(\sqrt{x^2+1})$. With this definition, we should have $ S = \{ x \mid f(x) \leq 1 \}$. This is the same as saying $S = f^{-1}((-\infty, 1])$. Since $f$ is continuous, and $(-\infty, 1]$ is closed, $S$ must also be closed. Since $[0,1]$ is compact, and $S \subseteq [0,1]$, S must be compact - since a closed subset of a compact set is compact.