Kompany insists winning the Europa League is a realistic target.
"We have our 10 points [in the Champions League] but obviously we're disappointed," Kompany told Sky Sports 2.
"Well done to Napoli. I think they've had a good season.
"The Champions League has finished for us but there's still so much to achieve this season and the Europa League is a realistic competition for us now. We'll celebrate any cup.
"On the pitch we had absolutely no idea [that we had not qualified]. I thought at 2-0 up the fans would have been more enthusiastic if we had qualified.
"We kind of had this feeling but we didn't know.