Despite being unbeaten in the Premier League, the Blues have come under attack for their below-par performances in the Champions League.
"We are unbeaten in the league. It just means we set the standard very high last season, I guess," The Sun quotes Kompany as saying.
"It depends how much attention you want to pay to criticism. I don't listen to it.
"Football is like a big piece of theatre. We are on stage and when it goes well, everyone is clapping. And when it doesn't, you will be the worst player in the world. It's something in which I don't get involved."
City continue the defence of their Premier League crown on Saturday when they travel to West Ham United.