We present a result of a statistical studies on nuclear activities of compact group galaxies. It is suggested that the galaxy interaction can trigger the nuclear activity by producing the gas inflow to the center of galaxies. To understand the connection between galaxy interaction and nuclear activity, we study the fraction of Active Galactic Nuclei (AGN) host galaxies in compact groups, known as the most favored environment for galaxy interaction. We select 59 spectroscopically confirmed compact groups in the SDSS DR6. Using the emission line ratio, we determine the spectral types of compact group galaxies and obtain the fraction of AGN-host galaxies. We compare this fraction with those in other galaxy environments. For the early type galaxies, we find that the AGN fraction of compact group galaxies are lower than field galaxies, but higher than cluster galaxies. On the other hand, the AGN fraction of compact group galaxies is similar to those for field and cluster environment for the late type galaxies. Implications of this result will be discussed.