Let $S:=(-\sqrt{2},\sqrt{2})\cap \mathbb{Q}$. It is clear that $\sup(S) = \sqrt{2}$, but I don't know how to prove this.
Suppose that $\sup(S)<\sqrt{2}$, then $\forall a\in S$ and $\forall\varepsilon>0$, $\sup(S)-\varepsilon<a\le\sup(S)<\sqrt{2}$. But what to do from this point on?
It is easy to see that $\sqrt{2}$ is an upper bound of $S$.
Now use the fact that $\mathbb{Q}$ is dense in $\mathbb{R}$, one can show that $\sqrt{2}$ must be the least upper bound of $S$ also: