First of all, $(a_{n})$ must be bounded, if not, one can find some $|a_{n_{k}}|$ such that $|a_{n_{k}}|\rightarrow\infty$, if your convergence includes the sort of infinity, then this violates the assumption.
Now let a subsequence $(a_{n_{k}})$ such that $\lim_{k\rightarrow\infty}|a_{n_{k}}|=\limsup_{n\rightarrow\infty}|a_{n}|$, so by assumption $\limsup_{n\rightarrow\infty}|a_{n}|=0$. Hence $0\leq\liminf_{n\rightarrow\infty}|a_{n}|\leq\limsup_{n\rightarrow\infty}|a_{n}|=0$ and we have then $\lim_{n\rightarrow\infty}|a_{n}|=0$.