Kompany made his first appearance in eight weeks as Belgium beat Macedonia in Brussels on Tuesday. The 26-year-old had been absent since limping out of City's FA Cup fourth-round win on January 26 and had a potential comeback date put back several times.
Kompany did not feature in last Friday's game in Macedonia but lasted the full 90 minutes of this week's return fixture and Mancini is disappointed the player did not pull out. The Italian said: "I think sometimes the player should understand that the club is more important."
He continued: "I don't say the national team is not important, I never say to my players 'Don't go to the national team' - but there are some cases that the club is more important. All the players should understand this."
Mancini had tried to persuade Kompany to stay in Manchester to work on his recovery but Belgium, in a tight battle with Croatia for a place at Brazil 2014, exercised their right to summon him.
Mancini said: "I talked with Vinny but I can't put him in jail for two weeks. I said, 'Stay here, do your treatment here. Don't go to play because you take a risk. For us these two months are really important'. He said the manager had called him and he should go.
"It is correct he can go there to do a medical but after he should come back. It was important Vinny works here and prepares very well for the next game and the next two months of the year. He didn't play for us for 60 days."
Mancini also hit out at Belgium boss Marc Wilmots for calling up Kompany, accusing the manager of failing to understand City's point of view.
The Italian said: "I did not agree with this. I think sometimes some managers of national teams should understand the situation. This player plays for the club and the club, every month, pay his salary. The responsibility is also with the player, and the player should understand this, but the manager probably, sometimes, doesn't understand the real situation.
"I tried to talk with the Belgium manager when Vinny was injured but he probably doesn't understand this very well. I don't want him not to go to the national team but when he is injured it is impossible, it is not correct."
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