Still, he voiced strong criticism over the officiating and the current interpretation of the handball rule.
The controversy began in the first leg, when a penalty was awarded against Bayern just before halftime after the ball deflected off left-back Alphonso Davies' thigh and onto his arm.
In Wednesday's second leg, however, a similar incident yielded a different outcome after Portuguese referee Joao Pinheiro waved away penalty appeals when the ball struck PSG midfielder Joao Neves on his outstretched arm after a clearance from his teammate Vitinha.
Kompany slams handball rule
While the referee's decision in Munich aligned with UEFA's preferred interpretation, it offered little comfort to the Bayern coach.
"It doesn't go from the body to the hand, but straight to the hand. Whether that's from your own player or not – that's a bit of rubbish, a bit of nonsense," Kompany told DAZN. "The rules are the rules. It's a shame," he said.
Kompany also pointed to another key moment when PSG's Nuno Mendes escaped a potential second yellow card for a handball, describing both decisions as "crucial to the outcome of the match".
Trailing 5-4 from the first leg, Bayern conceded just three minutes into the return match. Despite relentless pressure, they could only manage a 94th-minute equaliser from Harry Kane.
"Of course, the referee's decision in Paris still hurts, because in the end you lose by a single goal," Kompany reflected, referencing the penalty given against Davies.