PSG travel to Munich defending a 5-4 lead from a thrilling semifinal first leg that has already been deemed the best game of the season.
The loss was Kompany’s second defeat away from home in the Champions League this season.
However, they have won all six at home, with five of those being more than a one-goal margin as the German side seek to continue their excellent record in Europe.
Of the 10 previous occasions where Bayern have lost the first leg of a European semi-final, they have been eliminated nine times in what is a worrying statistic for Kompany who sent a message to the French side ahead of the game.
“PSG were never going to change the style that won them the Champions League last year," Kompany said.
"We come into the match as the team that has won the most games and scored the most goals in Europe.
"Is anyone going to take a backward step? Nobody will accept that.
"Every team uses the tools at their disposal. We'll use ours. There's things we can improve on, but it's about winning, we won't forget that."
The two clubs have played each other 17 times and have never drawn, only one team will reach the final this week in what should be another thrilling clash.