Martinez denied having a club-versus-country row with City, saying they have been monitoring Kompany's progress and maintained "good communication" with the club.
"It's not a disagreement. We've got protocols and a way of working," Martinez told reporters on Monday.
"We're going to call up the players, the squad was announced on Friday and then we've got another two days to have a clear assessment of where the players are.
"That's the situation. Kompany hasn't been in the squad and hasn't been able to join in with the activity of the first team. So, it was clear... it was a very good communication with Manchester City."
The Belgium FA confirmed Manchester United striker Romelu Lukaku picked up an ankle injury in the Premier League match against Crystal Palace at the weekend.
The 24-year-old marksman claimed his seventh Premier League goal of the season and played full 90 minutes during the 4-0 win over Palace but is a doubt for Belgium's qualifier against Bosnia and Herzegovina on Saturday.
A statement released by the national team read: "Romelu Lukaku underwent an MRI scan but no fracture or structural damage has been diagnosed.
"The next days he will follow an individual training program. It is however too early to state that he won't be match fit for the Bosnia and/or Cyprus game."
Martinez's side, who are on 22 points, have already qualified for next year's World Cup in Russia as winners of Group H.
(Reporting by Hardik Vyas in Bengaluru)
