Big things were expected of Marc Wilmots' side during the tournament in Brazil with talent such as Eden Hazard, Kompany, Romelu Lukaku and Dries Mertens at their disposal.
Although they made it through to the last eight with a 100 per cent record, Belgium were not convincing and a Gonzalo Higuain goal on Saturday ended their World Cup adventure as Argentina won 1-0 at Brasilia's Estadio Nacional.
Kompany took great heart from their showing in Brazil, though, and the Belgium captain is backing them to learn from their experience and kick on.
He said: "First of all, four or five years ago we could have never dreamed of coming to the quarter-finals. It was just not an option.
"Although I do recall saying it already maybe seven or eight years ago, that we would have a good World Cup in 2014. But anyway it was just not on the cards.
"Then you look at this World Cup, we're a young team, we had a 19-year old striker [Divock Origi]. Our oldest striker was 21 [Romelu Lukaku]. It was such a good learning curve for those young players, and I believe that when we come to the next World Cup, they will feel very calm and will feel in their element as if they belong here.
"That will be a big difference when we come to play those kind of games, because maybe the little bit of doubt we might have had before the game, I don't think it was a lot, but maybe there might have been a little bit of doubt.
"I can guarantee you that in three or four years' time we'll go and take this game as if it were ours to win. And that's the experience you get from this competition and it's good."
