Portugal's Cristiano Ronaldo was absent as he was on a break after helping Real Madrid win the Champions League.
Belgium and Portugal will be locking horns in a World Cup warm-up game in Brussels on Saturday.
Jan Vertonghen, already Belgium's most-capped player, made his 100th appearance for the national team, the Tottenham Hotspur centre-back lining up in Roberto Martinez's back line, but the coach will be concerned about Kompany after he was substituted early in the second half.
They may be the envy of most of the world, given the number of top-class stars in their squad, but on this evidence Belgium remain well short of being a world-conquering team. The central defender hurt himself when he lunged for the ball and nearly immediately left the pitch.
"He said he felt discomfort in his groin when he walked off the pitch".
Martinez is due to name his final 23-man squad for Russian Federation on June 4. "At that point it was the right time to come off".
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"I can not be fully satisfied because of Vincent Kompany's injury but apart from that it was the test we needed", Martinez said, adding that Vermaelen at least appeared to be returning to fitness.
The night was made worse by what appeared to be another injury to Vincent Kompany, who was withdrawn in the second half after stretching for a tackle.
The injury to Kompany was the key talking point after a game in which both sides showed attacking intent despite failing to find the net.
"I can not be fully satisfied because of Vincent Kompany's injury but apart from that it was the test we needed", Martinez said.
Axel Witsel and Thomas Vermaelen missed the game, though Martinez noted that Barcelona defender Vermaelen at least appeared to be returning to fitness.
Information from Reuters was used in this report.