It has been suggested that the 28-year-old's smoking is a problem for Belgium coach Roberto Martinez.
“I'm not ashamed because I smoke and I've never hidden this habit of mine," Nainggolan told reporters outside the Belgium training camp.
“I know I should set a good example, I have kids… But I'm just a footballer, I do my job. Everyone knows that I smoke and I can't hide it, but I'm not ashamed.
“I was disappointed not to be called-up after a good European Championships. I'm someone who bluntly says what he feels, so I never made a secret of my disappointment.
“The Coach must have had his reasons not to call me, but now I'm looking forward."