$$a>0.$$ $$\sin{a}\leq\frac{a}{\sqrt{1+\frac{a^2}{k}}} $$ Find the minimum of $k$. It’s obvious that we only need to prove the inequality holds when $a\in\left(0 , \frac{\pi}{2}\right)$.
I can prove that the inequality holds when$ a \in \left(0, \frac{\pi}{4}\right)$ and $k=4$. But I am not sure that $k=4$ is the minimum and also works when $a \in \left(\frac{\pi}{4}, \frac{\pi}{2}\right)$.
When $a \in \left(0, \frac{\pi}{4}\right)$:
$\sin{a} \leq a \leq \tan{a}$
Hence $\cos{a} \leq \frac{\sin{a}}{a} \leq \cos{\frac{a}{2}}$
$\cos^2{\frac{a}{2}}=1-\sin^2{\frac{a}{2}} \leq 1-\frac{a^2}{2}$
$\Rightarrow \cos^2{\frac{a}{2}} \leq \frac{1}{1+\frac{a^2}{4}}$
Hence $ \sin{a}\leq\frac{a}{\sqrt{1+\frac{a^2}{4}}}$
Any ideas?
Now that an answer has been accepted, I'll spell out the method I hinted at in a comment, leaving only a couple of details to fill in. (I haven't even checked the details myself, so it would be unwise to take my word for them!)
For all $a \in \left(0, \frac{\pi}{2}\right)$, the terms of the alternating series $$ \sin a = a - \frac{a^3}{6} + \frac{a^5}{120} - \cdots $$ decrease in absolute value. For instance, $\left(\frac{\pi}{2}\right)^2 < 6$. (Check the other terms.) Therefore: \begin{equation} \label{3115111:eq:1}\tag{1} a - \frac{a^3}{6} < \sin a < a - \frac{a^3}{6} + \frac{a^5}{120} \quad \left(0 < a < \frac{\pi}{2} \right). \end{equation}
The right hand side of the desired inequality also has a convergent series expansion, by the generalised binomial theorem: \begin{equation} \label{3115111:eq:2}\tag{2} a\left(1 + \frac{a^2}{k}\right)^{-1/2} = a - \frac{a^3}{2k} + \frac{3a^5}{8k^2} - \frac{5a^7}{16k^3} + \cdots \quad (0 < a < \sqrt{k}). \end{equation} One must check - I haven't! - that the terms of this series, too, alternate in sign and decrease in absolute value. Then: $$ a - \frac{a^3}{2k} < \frac{a}{\sqrt{1+\frac{a^2}{k}}} < a - \frac{a^3}{2k} + \frac{3a^5}{8k^2} \quad (0 < a < \sqrt{k}). $$ If $k < 3$, then for small enough $a$, we will have: $$ \frac{3a^5}{8k^2} < \frac{a^3}{2k} - \frac{a^3}{6}, $$ whence: $$ \frac{a}{\sqrt{1+\frac{a^2}{k}}} < \sin a, $$ i.e. the inequality is false for those values of $a$.
So, we must have $k \geqslant 3$.
From \eqref{3115111:eq:2}: $$ \frac{a}{\sqrt{1+\frac{a^2}{3}}} > a - \frac{a^3}{6} + \frac{a^5}{24} - \frac{5a^7}{432} \quad (0 < a < \sqrt3). $$ The desired inequality follows from this in conjunction with \eqref{3115111:eq:1}, so long as: $$ \frac{a^5}{24} - \frac{5a^7}{432} > \frac{a^5}{120}. $$ This reduces to: $$ a^2 < \frac{72}{25}, \text{ i.e. } a < \frac{6\sqrt2}{5}. $$ This holds - just! - for all $a \in \left(0, \frac{\pi}{2}\right)$. Therefore, the desired inequality is true when $k = 3$.