A space $X$ is said to be locally compact if for every point $x$ of $X$ there exists an open set $U$ and a compact set $K$, such that $x\in U\subseteq K$.
What I want to show is that (which I think is true)
If $X$ is a locally compact Hausdorff space, then for every point $x$ of $X$ and every compact set $K$ containing $x$ there exists an open set $U$, such that $x \in U \subseteq K$.
Things which might help:
A locally compact Hausdorff space is regular.
If $X$ is a locally compact Hausdorff space, then for every point $x$ of $X$ and every open set $U$ containing $x$ there exists a compact set $K$, such that $x \in K \subseteq U$.
Here is the proof of 2)
Let $x$ be a point of $X$ and let $U$ be an open neighbourhood of $x$. Then $X\setminus U$ is closed and $x \notin X\setminus U$. Since $X$ is regular, there exist open sets $U_1$ and $U_2$ such that $x\in U_1$ and $X\setminus U \subseteq U_2$ and $U_1\cap U_2=\emptyset$. Let $K_1=X\setminus U_2$. Then $K_1$ is closed and $x\in U_1\subseteq K_1 \subseteq U$. Since $X$ is locally compact, there exists an open set $V$ and a compact set $K_2$ such that $x \in V \subseteq K_2$. Since $X$ is Hausdorff, we have $K=K_1 \cap K_2$ is a compact set, such that $x\in K \subseteq U$.
Edit: If I can replace compact set with compact neighborhood in 2), then my purpose will suffice.
Edit 2: In proof of 2) $x \in U_1 \cap V \subseteq K \subseteq U$. Hence $K$ is a compact neighborhood of $x$.