Belgium will make a first appearance at football's premier tournament since 2002, after breezing through their qualification campaign without losing a game.
Marc Wilmots' men have emerged as one of the outsiders for glory in Brazil and were handed a favourable draw on Friday alongside Algeria, Russia and South Korea, and Kompany believes his side will have no excuses should they fail to reach the last 16.
"[It is] interesting but also treacherous," he told Sportwereld. "We can not hide. The next round is a must."
Striker Romelu Lukaku, who is currently on loan at Everton from Chelsea, echoed Kompany's sentiments.
"This is a good draw for us," added Lukaku. "The second round is a must for us, especially with the quality we have. Hopefully we can close the group stage with nine [points] from nine.
"Then we will have confidence to reach the quarter-finals."
Meanwhile, Belgium head coach Wilmots refused to label qualification an easy task, but is confident the team can progress.
"It's an interesting group," he said. "There are no world-class players within our opponents.
"I'm not saying it will be an easy group, but our first objective to reach the round of 16 is still the same."