First example: Let $K:=\mathbb{Q}$ be the field of rationals;
and let $K:=\bar{\mathbb{Q}}$ be it's algebraic clousure.
Then $F/K$ is algebraic but it is not finite dimentional.
Second example: Let $K:=\mathbb{Q}$ be the field of rationals;
and let's consider an infinite set of algebraic elements $A$; such that any finite set of $A$ is algebraicly independent. Then let $K:=\mathbb{Q}(A)$.
If you let
$A= \bigg{\{} \sqrt{p} \ : \ p \ \text{is a prime number} \ \bigg{\}}$;
and let $K:=\mathbb{Q}(A)$; then you will get exactly the answer of Antonios-Alexandros Robotis.
Note that $\mathbb{Q}(A)=\mathbb{Q}(A')$; where
$A'= \bigg{\{} \sqrt{n} \ : \ n \in \mathbb{N} \ \bigg{\}}$.
Also if you let
$A=$ set of all algebraic elements;
then you will get the first example.
Now you can construct another examples;