We systematically study the dissipative anomaly in compressible magnetohydrodynamic (MHD) turbulence using direct numerical simulations, and show that the total dissipation remains finite as viscosity diminishes. The dimensionless dissipation rate $\mathcal {C}_{\varepsilon }$ fits well with the model $\mathcal {C}_{\varepsilon } = \mathcal {C}_{\varepsilon,\infty } + \mathcal {D}/R_L^-$ for all levels of flow compressibility considered here, where $R_L^-$ is the generalized large-scale Reynolds number. The asymptotic value $\mathcal {C}_{\varepsilon,\infty }$ describes the total energy transfer flux, and decreases with increase of the flow compressibility, indicating non-universality of the dimensionless dissipation rate in compressible MHD turbulence. After introducing an empirically modified dissipation rate, the data from compressible cases collapse to a form similar to the incompressible MHD case depending only on the modified Reynolds number.