The 24-year-old was overshadowed by Darren Bent at Aston Villa on Saturday, as the £18m striker scored on his debut for what proved to be the game's only goal.
Question marks have been raised over whether Dzeko is suited to the Premier League and if he can form a partnership with top scorer Carlos Tevez.
"Edin will not be affected by it," he told the Manchester Evening News. "It happens - strikers miss and defenders concede.
"Edin has played for a long time in Germany and he has the German mentality which means you just keep working hard.
"The Bundesliga is a completely different league. Nothing compares to the speed and power of the Premier League. It is unequalled in Europe."
Kompany also moved from Germany to England, making a £6m switch from Hamburg in the summer of 2008, so he knows the challenge Dzeko is facing.
"I have seen good signs of Edin adapting already," he said.
"But it is not easy, especially as he has come at a full-on part of the season when games are so important."