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.
"We've got 10 points out of it and the main [positive] was the draw at home to Napoli. I don't think there's any shame of losing over there or against Bayern Munich."