Lukaku failed to make an impact during the team's opening win over Algeria before being substituted with around 30 minutes left to play.
While the striker is expected to provide goals for his country, Kompany is keen to stress that the youngster is only at the beginning of his career.
"He has a tremendous amount of talent but for us it's about not putting pressure on a 21-year-old kid to do it for us at a World Cup, a lot of other people will take the responsibility," he told reporters.
"He's only 21 so I think he probably has two or more World Cups so there is no pressure on his shoulders. If he performs well for us we will be happy, but the most important thing is he puts his performance for the benefit of the group and he'll be okay."
Belgium return to action on Sunday when they meet Russia in Rio de Janeiro.