If I use energy to move a block one foot over, I have performed useful work. But 100% of the energy used to perform that work is either already heat or shortly will be.
Certain chemical reaction endotermic reaction require energy to start. This energy is absorbed to generate molecular bond.
Also in the generation and absorption of high energy radiation there are non-thermal processes that can transfer energy.
Even something like bending a metal bar is not 100% a thermal process.