Goals from Edin Dzeko and Sergio Aguero in two unforgettable minutes duly secured the astonishing 3-2 home victory to earn City their first league title for 44 years as they pipped Manchester United on goal difference.
"We've done it before this season and I never stopped believing," Kompany told Sky Sports.
"Never, ever, and when Edin scored that goal it just reminded me of a few moments this season when against Tottenham [Hotspur] we scored in the last minute and against Sunderland we came from two down.
"You want to say it's the personal moment of your life but if I'm honest, please never again this way.
"We've been so good this season, especially at home, then all of a sudden today even though our first half was really good we just couldn't get through.
"It's not sunk in yet, I don't know what happened at the end to be honest, it was such a huge mess."
Aguero repaid a large chunk of his 38 million-pound transfer fee when he showed astonishing calmness to skip past a tackle and rifle home the winner seconds from the end just as United, who had beaten Sunderland 1-0 away, seemed poised for the title.
Kompany said that it was not just City's riches that attracted some of the game's biggest names.
"I'm so happy for the guys because we've given so much this season," he said.
"It's not us just coming here for the money, we've dreamed of this all our lives, when we were kids, when we were nothing and had no money. And now we are champions and that's what it's about for us."
City manager Roberto Mancini was not so sure, screaming in frustration on the touchline as his team were unable to turn their total dominance into chances against their 10-man opponents who defended superbly as they fought to avoid relegation.
"Never, never like this, incredible. Five minutes to the end I didn't think we could win the game but we wanted this title and we deserved it," he said.
"It was incredible, impossible, we deserved to win this game, we had a lot of chances, it was incredible for me and the supporters and I'm very happy for them.
BIG FUTURE
"For us it was really important to win this championship and City have a big future.
"It's the perfect finale for a crazy season - crazy game and crazy last two minutes."
United manager Sir Alex Ferguson was similarly taken aback by the most extraordinary close to a Premier League season but still found time for a dig at the side he previously dismissed "noisy neighbours".
"Nobody expected that. Everybody expected City to win, but they did it against 10 men for half an hour and with five extra minutes to help them," he said after Wayne Rooney's goal had put him in sight of the club's 20th title.
"But I congratulate City on winning the league. Anybody who wins it deserves it, because it's a long haul. At the end of our game our players didn't actually know the
