Let $X$ be a Polish space and $f\colon\mathbb{R}\to X$. Then since $\mathbb{R}=\bigcup_{n=-\infty }^\infty [n,n+1]$ - a countable union of compact set, $f(X)$ is a countable union of compact sets $\Rightarrow$ $f(X)$ is $F_\sigma$$\Rightarrow$ Borel.
I think that there is a problem with this argument as it can be easily extended to open sets in $\mathbb{R}^n$ and their images are not always Borel. I need help.
Many thanks in advance!