The Manchester City captain played the full 90 minutes of his country's World Cup qualifier against Macedonia, despite spending the previous two months sidelined by a calf injury.
Kompany will now be assessed before City's home game against Newcastle on Saturday, and Mancini has accused Wilmots of a lack of understanding.
"He didn't play for us for 60 days and then he went to play for the Belgium team," the City manager said.
"I did not agree with this. 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 don't know if he is okay or not. One week before the international break he was not fit to play for us."
The Italian added: "I think sometimes the player should understand that the club is more important.
"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. Mancini did say on numerous occasions that the player was close to fitness only for his potential comeback to be put back.
"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 are due to assess Kompany's condition on his return to Manchester. It is hoped he will be fit for Saturday's Barclays 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.