City remain 15 points behind neighbours Manchester United with eight Premier League matches remaining and also find themselves in another FA Cup semi-final where they await the winner of Monday's Chelsea v United quarter-final.
Kompany is determined to win something this season and hopes any success sets the tone for the future.
"I feel there is still a lot to look forward to," he said. "Whichever way we finish this season might set us up for the next one.
"I always remember the way we finished the season before last. We ended on equal points with Chelsea, which was a massive boost, secured a place in the Champions League and also won the FA Cup.
"The year after that we went on to win the title. The end of one season has an impact on how you start the next one."