We present preliminary results of a statistical study on the nuclear activity of compact group galaxies. What triggers Active Galactic Nuclei (AGN) is still a puzzling problem. One of the suggested AGN triggering mechanisms is galaxy-galaxy interaction. Many simulations have shown that gas can be supplied to the center of galaxies during galaxy encounters. In this regard, compact groups of galaxies are an ideal laboratory for studying the connection between galaxy interaction and nuclear activity because of their high densities and low velocity dispersions. We study the environmental dependence of the activity in galactic nuclei using 59 compact groups in the SDSS DR6. Using the emission line data, we classify galaxies in the compact groups. We find that 19% of the compact group galaxies are pure star-forming nuclei, 10% as transition objects, and only 7% of the galaxies in compact groups show the nuclear activity. The AGN fraction of compact group is higher than galaxy clusters, but lower than field environment. Implications of this result will be discussed.