The Premier League champions have yet to win a match in the competition so far this year, having lost to Real Madrid at the Santiago Bernabeu before coming from behind to draw with Borussia Dortmund at the Etihad.
Despite their fluctuating form, Kompany firmly believes that the Citizens can win Europe's elite competition.
"We look at the competition thinking we have a big chance and are capable of winning every game," said Kompany. "We go into the game with a very good positive attitude and we feel we have had a good start to the season.
"We want to win all the remaining games. All of the games will be very important but I don't think we are looking at any and thinking we can't win.
"We will always have a feeling we can go into a game to win it."
City face Ajax at the Amsterdam ArenA on Wednesday night.