The Portuguese suggested that City remain favourites for the Premier League title as they sit six points behind Chelsea with two games in hand.
Mourinho feels City's 'destiny is in their hands' but Kompany is not buying into the cerebral horseplay often implemented by the Blues gaffer.
"It's very simple in football, the winner is always right and the loser is always wrong," Kompany told Sky Sports.
"Unless a manager puts on his football boots and starts playing as a striker, I'm never really worried about what they can say.
"Arsenal will probably get the momentum back again when they win again, so it's a good league for the neutrals. I think it will be tight until the end."
City are currently placed fourth on the league table on 57 points from 26 matches with Chelsea six points ahead at the summit. Liverpool are second, four in arrears of the Blues, while Arsenal are equal with the Reds but behind on goal difference.
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