Carla, whose husband lifted the Premier League title with City earlier this month, revealed on Twitter that she was turned away by a cashier.
The 29-year-old vented her frustration on the social networking website by tweeting: "Out gettin some wine at sainsbirys for my friends bday an got refused! Think it's the first time that's happened to me..
"It gets worse.. She then picks up a DVD that I carefully selected for my adult friend an she said I can't give you this either.. It's an 18!
"Well yea, because my friends a WOMAN.. Postman pat isn't gona quite cut it. Oh an FYI in THIRTY next year.. For the love of god! A DVD!?!"
Manchester-born Carla married Kompany in 2011.