And suppose that $a_n > 0\quad \forall n$. Since the case $b_n := \frac{a_n}{1+a_n} \to p$ with $p \ne 0$ is clear, I'm supposing that $b_n\to 0$ and that $\sum b_n$ converges.
So for any real $M > 0$ I have that there's a natural $N$ such that $n\ge N \implies$ $$1+\frac{1}{a_n}>M$$
I feel that there's a way to limit $a_n$ by $b_n$ so that convergence of $\sum b_n$ implies the contradiction that $\sum a_n$ converges. But I'm getting nothing from these hypothesis.