[proofplan]
We construct a sequence of unit vectors whose pairwise distances are uniformly bounded below. The construction uses [Riesz's lemma](/theorems/1222), proved here in the form needed, applied to the finite-dimensional spans of the previously chosen vectors. Since a compact [metric space](/page/Metric%20Space) is sequentially compact, compactness of the closed unit ball would force this sequence to have a convergent subsequence. The uniform separation prevents even a Cauchy subsequence, giving the contradiction.
[/proofplan]
[step:Record the two compactness and separation facts needed for the construction]
We first record two elementary facts. Throughout the proof, $\mathbb K$ denotes the scalar field of $X$, so $\mathbb K$ is either $\mathbb R$ or $\mathbb C$, and $\mathbb N=\{1,2,3,\dots\}$.
[claim:Finite-dimensional subspaces of normed spaces are closed]
Let $(X,\|\cdot\|_X)$ be a [normed vector space](/page/Normed%20Vector%20Space) and let $M\subset X$ be finite-dimensional. Then $M$ is closed in $X$.
[/claim]
[proof]
We prove the claim by induction on $d:=\dim M$.
If $d=0$, then $M=\{0\}$, and $\{0\}$ is closed because the norm map $x\mapsto \|x\|_X$ is continuous and $\{0\}=\{x\in X:\|x\|_X=0\}$.
Assume the result holds for all subspaces of dimension at most $d-1$, and let $\dim M=d\ge 1$. Choose a subspace $N\subset M$ with $\dim N=d-1$ and choose $e\in M\setminus N$. By the induction hypothesis, $N$ is closed in $X$. Since $e\notin N$, define
\begin{align*}
\delta:=\operatorname{dist}(e,N):=\inf_{z\in N}\|e-z\|_X.
\end{align*}
Because $N$ is closed and $e\notin N$, we have $\delta>0$.
Let $(y_k)_{k=1}^{\infty}$ be a sequence in $M$ converging in $X$ to some $y\in X$. For each $k\in\mathbb N$, write uniquely
\begin{align*}
y_k=z_k+a_k e
\end{align*}
with $z_k\in N$ and $a_k\in\mathbb R$ in the real case, or $a_k\in\mathbb C$ in the complex case. For $k,l\in\mathbb N$, the vector $z_k-z_l$ lies in $N$, so by the definition of $\delta$,
\begin{align*}
\|y_k-y_l\|_X=\|(z_k-z_l)+(a_k-a_l)e\|_X\ge |a_k-a_l|\delta.
\end{align*}
Since $(y_k)_{k=1}^{\infty}$ converges, it is Cauchy in $X$, and therefore $(a_k)_{k=1}^{\infty}$ is a [Cauchy sequence](/page/Cauchy%20Sequence) in the scalar field. Let $a$ denote its scalar limit. Then
\begin{align*}
z_k=y_k-a_k e\to y-ae
\end{align*}
in $X$. Since $N$ is closed, $y-ae\in N$. Hence $y=(y-ae)+ae\in M$. Thus every sequence in $M$ that converges in the metric induced by $\|\cdot\|_X$ has its limit in $M$. Because normed vector spaces are metric spaces, the sequential characterization of closed subsets in metric spaces gives that $M$ is closed.
[/proof]
[claim:Riesz separation lemma for a closed proper subspace]
Let $(X,\|\cdot\|_X)$ be a normed [vector space](/page/Vector%20Space), let $M\subsetneq X$ be a closed linear subspace, and let $\alpha\in(0,1)$. Then there exists $u\in X$ such that $\|u\|_X=1$ and
\begin{align*}
\operatorname{dist}(u,M):=\inf_{m\in M}\|u-m\|_X>\alpha.
\end{align*}
[/claim]
[proof]
Choose $y\in X\setminus M$. Since $M$ is closed, define
\begin{align*}
d:=\operatorname{dist}(y,M)=\inf_{m\in M}\|y-m\|_X.
\end{align*}
Then $d>0$. Since $\alpha\in(0,1)$, the number $d/\alpha$ is strictly larger than $d$. By the definition of the infimum, choose $m_0\in M$ such that
\begin{align*}
d\le \|y-m_0\|_X<\frac{d}{\alpha}.
\end{align*}
Define
\begin{align*}
u:=\frac{y-m_0}{\|y-m_0\|_X}.
\end{align*}
Then $\|u\|_X=1$. For any $m\in M$, the vector $m_0+\|y-m_0\|_X m$ lies in $M$, since $M$ is a linear subspace. Hence
\begin{align*}
\|u-m\|_X=\frac{\|y-m_0-\|y-m_0\|_X m\|_X}{\|y-m_0\|_X}\ge \frac{d}{\|y-m_0\|_X}>\alpha.
\end{align*}
Taking the infimum over $m\in M$ gives $\operatorname{dist}(u,M)>\alpha$.
[/proof]
[guided]
The proof needs two auxiliary facts, and both are included here to avoid hiding the key compactness mechanism behind references.
First, [finite-dimensional subspaces are closed](/theorems/1225). The only point requiring care is that $X$ itself need not be complete. The proof proceeds by induction on the dimension. The zero-dimensional case is closed because $\{0\}$ is the zero set of the continuous norm map. For the induction step, write a $d$-dimensional subspace as
\begin{align*}
M=N+\operatorname{span}\{e\}
\end{align*}
where $\dim N=d-1$ and $e\notin N$. By induction, $N$ is closed. Define
\begin{align*}
\delta:=\operatorname{dist}(e,N)=\inf_{z\in N}\|e-z\|_X.
\end{align*}
Since $N$ is closed and $e\notin N$, the distance is positive. Now take a convergent sequence $(y_k)_{k=1}^{\infty}$ in $M$ and write
\begin{align*}
y_k=z_k+a_k e
\end{align*}
with $z_k\in N$ and scalar $a_k$. For two indices $k,l\in\mathbb N$, the difference has the form
\begin{align*}
y_k-y_l=(z_k-z_l)+(a_k-a_l)e.
\end{align*}
Because $z_k-z_l\in N$, the definition of $\delta$ gives
\begin{align*}
\|y_k-y_l\|_X\ge |a_k-a_l|\delta.
\end{align*}
Thus the scalar sequence $(a_k)_{k=1}^{\infty}$ is Cauchy whenever $(y_k)_{k=1}^{\infty}$ is Cauchy. Let $a$ be its scalar limit. Then
\begin{align*}
z_k=y_k-a_k e\to y-ae
\end{align*}
in $X$. Since $N$ is closed, $y-ae\in N$, and hence $y=(y-ae)+ae\in M$. This proves $M$ is closed.
Second, Riesz's separation lemma supplies a unit vector away from a closed proper subspace. Let $M\subsetneq X$ be closed and choose $y\in X\setminus M$. Define
\begin{align*}
d:=\operatorname{dist}(y,M).
\end{align*}
Closedness gives $d>0$. For a fixed $\alpha\in(0,1)$, choose $m_0\in M$ with
\begin{align*}
d\le \|y-m_0\|_X<\frac{d}{\alpha}.
\end{align*}
Normalize the residual by setting
\begin{align*}
u:=\frac{y-m_0}{\|y-m_0\|_X}.
\end{align*}
Then $\|u\|_X=1$. For every $m\in M$, the vector $m_0+\|y-m_0\|_X m$ remains in $M$, so the definition of $d$ gives
\begin{align*}
\|u-m\|_X=\frac{\|y-m_0-\|y-m_0\|_X m\|_X}{\|y-m_0\|_X}\ge \frac{d}{\|y-m_0\|_X}>\alpha.
\end{align*}
Taking the infimum over all $m\in M$ yields $\operatorname{dist}(u,M)>\alpha$. This is exactly the separation estimate needed to build a sequence with no Cauchy subsequence.
[/guided]
[/step]
[step:Construct unit vectors separated from all previous choices]
Choose $u_1\in X$ with $\|u_1\|_X=1$, which is possible because $X$ is infinite-dimensional and hence contains a nonzero vector.
We construct a sequence $(u_n)_{n=1}^{\infty}$ in $X$ inductively. Suppose $u_1,\dots,u_n$ have been chosen with $\|u_j\|_X=1$ for every $j\in\{1,\dots,n\}$. Define the finite-dimensional subspace
\begin{align*}
M_n:=\operatorname{span}\{u_1,\dots,u_n\}\subset X.
\end{align*}
By the finite-dimensional closedness claim, $M_n$ is closed in $X$. Since $X$ is infinite-dimensional, $M_n\neq X$, so $M_n$ is a closed proper linear subspace. Apply the Riesz separation lemma with $\alpha=1/2$ to obtain $u_{n+1}\in X$ such that
\begin{align*}
\|u_{n+1}\|_X=1
\end{align*}
and
\begin{align*}
\operatorname{dist}(u_{n+1},M_n)>\frac{1}{2}.
\end{align*}
This completes the induction and defines a sequence $(u_n)_{n=1}^{\infty}$ of unit vectors in $X$.
[/step]
[step:Show the constructed sequence has no Cauchy subsequence]
Let $m,n\in\mathbb N$ with $m<n$. Since $u_m\in M_{n-1}$, the separation property for $u_n$ gives
\begin{align*}
\|u_n-u_m\|_X\ge \operatorname{dist}(u_n,M_{n-1})>\frac{1}{2}.
\end{align*}
Thus every two distinct terms of the sequence are separated by more than $1/2$ whenever the larger index is used in the separation estimate.
Let $(u_{n_j})_{j=1}^{\infty}$ be any subsequence, where $n_1<n_2<\dots$. For all $i<j$,
\begin{align*}
\|u_{n_j}-u_{n_i}\|_X>\frac{1}{2}.
\end{align*}
Therefore no subsequence of $(u_n)_{n=1}^{\infty}$ is Cauchy in the norm metric. In particular, no subsequence converges in the norm topology, since every convergent sequence in a metric space is Cauchy.
[/step]
[step:Use metric compactness to force a convergent subsequence]
Set
\begin{align*}
K:=\overline{B}_X(0,1)=\{u\in X:\|u\|_X\le 1\}.
\end{align*}
Each $u_n$ belongs to $K$ because $\|u_n\|_X=1$.
Assume, for contradiction, that $K$ is compact in the norm topology. The restriction of the declared metric $d_X:X\times X\to\mathbb R$ to $K\times K$ is a metric inducing the subspace norm topology on $K$.
We now use compactness of this metric space to extract a convergent subsequence from any sequence in $K$. Indeed, let $(x_j)_{j=1}^{\infty}$ be a sequence in $K$. If no point of $K$ were a cluster point of the sequence, then for every $x\in K$ there would exist $r_x>0$ such that the open ball
\begin{align*}
B_K(x,r_x):=\{y\in K:d_X(x,y)<r_x\}
\end{align*}
contains only finitely many terms of the sequence. The family $\{B_K(x,r_x):x\in K\}$ is an [open cover](/page/Open%20Cover) of $K$. Compactness gives points $x_1,\dots,x_N\in K$ such that
\begin{align*}
K\subset \bigcup_{i=1}^{N}B_K(x_i,r_{x_i}).
\end{align*}
The union on the right contains only finitely many terms of the sequence, contradicting that every term $x_j$ lies in $K$ and there are infinitely many indices $j\in\mathbb N$. Hence some $x\in K$ is a cluster point. Choosing inductively $j_q>j_{q-1}$ with
\begin{align*}
d_X(x_{j_q},x)<\frac{1}{q}
\end{align*}
gives a subsequence $(x_{j_q})_{q=1}^{\infty}$ converging to $x$ in $K$.
Applying this compact metric [sequential compactness](/page/Sequential%20Compactness) argument to the sequence $(u_n)_{n=1}^{\infty}$ in $K$, we obtain a norm-convergent subsequence. This contradicts the previous step, which proved that $(u_n)_{n=1}^{\infty}$ has no norm-convergent subsequence.
[/step]
[step:Conclude that the closed unit ball is not compact]
The contradiction shows that the assumption of compactness of $K=\overline{B}_X(0,1)$ in the norm topology is false. Therefore the closed unit ball of an infinite-dimensional normed vector space is not compact in the norm topology.
[/step]