The defender was on the scoresheet last night as Belgium inflicted a 2-0 defeat to leave Craig Levein's men languishing at the bottom of Group A.
The clash in Brussels was touted as a must-win game for the Scots but second-half goals from Kompany and Christian Benteke ensured there would be no shocks against one of the section favourites.
Scotland's hopes of booking their place at Brazil in 2014 appear to be shattered but, having helped Manchester City defy the odds to claim the Premier League title last season, Kompany is taking nothing for granted.
He said: "I wouldn't know my history too well if I thought Scotland were out of it.
"We had six games to play and we were eight points down and we won the league last year.
"I just hope we are not going to make any mistakes and give them the chance to get back in it."
Only a superb display from goalkeeper Allan McGregor prevented the Belgians from taking the lead earlier in the game.
The home side eventually opened the scoring through Benteke on 69 minutes, before Kompany doubled the advantage a minute later.
But he refused to be too critical of their visitors, claiming Belgium were simply too strong.
Kompany said: "We are absolutely thrilled with the result.
"I think we had a good day, we were also playing at home and they defended really well.
"If it wasn't for us being a bit more efficient in front of goal in the second half, it would have been a very tough game for us to win.
"So I wouldn't say Scotland did a lot wrong, it was just a very good game for us."
The defender says he was not surprised by the defensive tactics employed by the Scots, despite having to win the game.
He added: "It would have suited us even more if they actually came out so you can't say it was the wrong tactic.
"For about 70 minutes, it proved to be the right tactic.
"We are usually stronger against teams who attack us anyway so I can't really fault anything they've done."
The sheer quality within the Belgian ranks was highlighted when boss Marc Wilmots started Chelsea's Eden Hazard on the bench against Scotland.
Kompany said: "We've got five or six players who can play around those positions and there are none of them who you can fault for effort, quality and talent.
"It's always a difficult decision and I think the manager was probably brave.
"Eden had the perfect attitude, the perfect response, and it just shows why he is a big player. For us, it's great to have so much quality.
"I can tell you one thing, and this is the great thing about this team, no matter how many good players we've got, the team spirit is unbelievable.
"We are like a family and every time we come here we are not even thinking about who is going to play the game.
"It's all about whoever is on the pitch just giving everything.
"If you are in the stand or on the bench, the mentality stays the same and the enthusiasm stays the same.
"It's really a joy to be with this national team."
It now appears to be a straight fight between Belgium and Croatia to win Group A.
Kompany said: "I guess it will look like that just now until the next game. If we don't win the next game, it's all back open again.
"We're not going to focus on that too much. We've got two games against Macedonia and they are massive for us.
"Personally, I just hope that we don't give anybody the feeling that they can get back in it."
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