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."
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