"We've got one chance to do it in the Champions League. In the Premier League we've got plenty of opportunities to do the job," Kompany told British media.
"We'll make it (the Premier League) a priority now for the next three days. It's never been like this. You play the league and usually go on holiday but this one feels completely different.
"Whatever happens on Saturday we will take the game extremely seriously, we know how important it (the Champions League) is for our fans but after that we will go back to this unfinished business we have got here."
City conceded three first-half goals at Anfield and although they regained their composure in the second half, their failure to score an away goal could prove to be decisive.
Kompany believes his team are capable of turning around the deficit in the return leg at the Etihad Stadium on Tuesday.
"There's not one single person at Manchester City who believes this game is over. Not one person," he added.
"If we need to score five so be it. We've prided ourselves all season on being the team that we are."
(Reporting by Hardik Vyas in Bengaluru; editing by Sudipto Ganguly)
