Consider a cycle followed by an engine (figure.)

1 to 2 is isothermal ,  2 to 3 is adiabatic ,  3 to 1 is adiahatic
Such a process does not exist, because

(1) The given process is a cyclic process i.e. it returns to the original state 1.
     Hence, change in internal energy $△$U = 0

    $\Rightarrow △Q = △U + △W=0+ △W = △W$

    Hence, total heat supplied is converted to work done by the gas (mechanical energy) which is not possible by second law of thermodynamics.

(3)   When the gas expands adiabatically from 2 to 3 it will retrace its path when adiabatically compressed . Hence the process 3 to 1 cannot be adiabatic.