Kaluza-Klein states versus winding states: can both be above the string scale?

Closed strings in extra compactified dimensions give rise to both Kaluza-Klein states and winding states. Since the masses of these states play a reciprocal role, it is often believed that either the lightest Kaluza-Klein states or the lightest winding states must be at or below the string scale. In this Letter, we demonstrate the contrary, showing that there exist toroidal compactifications for which all Kaluza-Klein states as well as all winding states are heavier than the string scale. Within the context of low-scale string theories, this implies that it may be possible to cross the string scale without detecting any states associated with spacetime compactification.