I rewrote this proof after pointed out by ahulpke:
Let $L = \mathbb{Q}(\sqrt{2+\sqrt{15}}, \sqrt{2-\sqrt{15}})$.
$\sqrt{2+\sqrt{15}} \cdot \sqrt{2-\sqrt{15}}=\sqrt{-11} \not \in \mathbb{Q}(\sqrt{2+\sqrt{15}})$, so that |Gal($L / \mathbb{Q}$)| = $8$.
First, there exists $\tau \in$ Gal($L/\mathbb{Q}(\sqrt{2+\sqrt{15}})$) s.t. $\tau(\sqrt{-11}) = -\sqrt{-11}$, since $x^2+11$ is the minimal polynomial for $\sqrt{-11}$ over $\mathbb{Q}(\sqrt{2+\sqrt{15}})$, then $\tau^2 = id$.
We can take $\sigma \in $ Gal($L/\mathbb{Q}$) s.t. $\sigma(\sqrt{2+\sqrt{15}}) \mapsto \sqrt{2-\sqrt{15}} $.
Then, $\sigma(\sqrt{2+\sqrt{15}} \cdot \sqrt{2-\sqrt{15}}) = \sigma(\sqrt{-11})\mapsto \pm \sqrt{-11}$, and we can choose $\sigma(\sqrt{-11}) \mapsto -\sqrt{-11}$, by interchanging $\sigma $ with $\sigma \tau$, if necessary.
Then $ \sqrt{2-\sqrt{15}} \cdot \sigma(\sqrt{2-\sqrt{15}}) = - \sqrt{2+\sqrt{15}} \cdot \sqrt{2-\sqrt{15}}$, so that $\sigma(\sqrt{2-\sqrt{15}}) = - \sqrt{2+\sqrt{15}}$.
Constructing an isomorphism, Gal($L/\mathbb{Q}$) $=$ $<\sigma , \tau> \cong$ $<(1234),(24)>=D_8$.
This is basically the same approach as Artin's Algebra p.494