This happens in the Sun's central core. The principal reactions inside the Sun are believed to be a three-part sequence that fuses four hydrogen atoms into a helium atom. Two additional particles are released. The positron is the antiparticle of the electron, identical except for having a positive charge. The neutrino is a ghostly particle, with no charge and with vanishingly small mass.
Many physicists believe that the neutrino, like a photon, has no mass at all.
A photon of radiation is emitted. In Step 3, two of the 3 He nuclei collide and fuse into the normal form of helium, helium-4, designated 4 He. Two protons are left over, and another photon is emitted. If we add up all the mass before the reaction and compare it to all the mass after the reaction we find that there is a small amount of mass that is missing. The total amount of mass left at the end of the three-step chain is slightly less than the mass of the initial hydrogen atoms.