For a general thermodynamic system described as a Markov process, we prove a general lower bound for dissipation in terms of the square of the heat current, thus establishing that nonvanishing current inevitably implies dissipation. This leads to a universal trade-off relation between efficiency and power, with which we rigorously prove that a heat engine with nonvanishing power never attains the Carnot efficiency. Our theory applies to systems arbitrarily far from equilibrium, and does not assume any specific symmetry of the model.