Since the constructible numbers are a field, the constructibility of $\sqrt{1-a^2}$ implies the constructibility of $1-a^2$ and thus the constructibility of $a^2$. Since we can take square roots of constructible numbers to get more constructible numbers, this would imply the constructibility of just $a$.
Therefore, if $a$ is not constructible, then $\sqrt{1-a^2}$ cannot be.