Marc Wilmots' men fell to a 1-0 quarter-final defeat at the hands of Argentina on Saturday, Gonzalo Huguain scoring the only goal of the encounter in the eighth minute.
But Kompany is confident Belgium, who topped their group before edging past the United States in extra time in the round of 16, have learned from their experience and will be better prepared for the 2018 tournament in Russia.
"It has been a great adventure for us," he is quoted as telling VRT.
"We gave it everything. Maybe in Russia we will have more luck and more experience.
"After all, this is one of the youngest teams at the World Cup."
Thank you for reading 5 articles this month* Join now for unlimited access
Enjoy your first month for just £1 / $1 / €1
*Read 5 free articles per month without a subscription
Join now for unlimited access
Try first month for just £1 / $1 / €1
Get the best features, fun and footballing frolics straight to your inbox every week.
Thank you for signing up to Four Four Two. You will receive a verification email shortly.
There was a problem. Please refresh the page and try again.