Kompany has not featured for City for the past two months due to a calf injury, but played 90 minutes in Belgium's World Cup qualifier against Macedonia on Tuesday.
City boss Mancini was angered by the defender's call-up and stated that Kompany should know when to put the Premier League champions first.
"I think sometimes the player should understand that the club is more important," said Mancini.
"I don't say the national team is not important, I never say to my players don't go to the national team. But there are some cases that the club is more important.
"All the players should understand this."
Mancini had tried to persuade Kompany to stay in Manchester, but Belgium, in a tight battle with Croatia for a place at Brazil 2014, exercised their right to summon him.
Mancini said: "I talked with Vinny, but I can't put him in jail for two weeks.
"I said, 'Stay here, do your treatment here. Don't go to play because you take a risk. For us these two months are really important'.
"He said the manager had called him and he should go."
City have tried to manage Kompany's recovery carefully and Mancini said on numerous occasions that the player was close to fitness only for his potential comeback to be put back.
Belgium also did not risk Kompany in last Friday's game in Skopje, but Mancini has still accused national boss Marc Wilmots of failing to understand the club's point of view.
He said: "I think sometimes some managers of national teams should understand the situation.
"This player plays for the club and the club, every month, pay his salary.
"I tried to talk with the Belgium manager when Vinny was injured, but he probably doesn't understand this very well.
"I don't want him not to go to the national team, but when he is injured it is impossible, it is not correct.
"For 60 days he didn't play for us and we did everything, then he went to play for the national team.
"If he had got another injury - if on Saturday he is not ready to play because he was with the national team, and we lose him for another month, this is not correct."
City were due to assess Kompany's condition on his return to Manchester, but it is hoped he will be fit for Saturday's Premier League clash with Newcastle at the Etihad Stadium.
Striker Sergio Aguero is also back in contention after three games out with a knee injury.