The Manchester City captain sustained what is thought to be a groin injury during the 0-0 draw at King Baudouin Stadium.
Martínez also named Los Angeles FC defender Laurent Ciman as a reserve in case Kompany's injury proves too serious for him to play in Russian Federation.
Dedryck Boyata has been included in Belgium's 23-man squad for this summer's World Cup finals in Russian Federation.
"Vincent Kompany is a true leader".
'Deadliest Catch' veteran, 38, found dead in his OR home
The site reports that no foul play is suspected but police are testing the substances that were found on site of his death. While prescription pills were also found, it's unclear if they were a factor in Painter's death.
"We feel a little bit disappointed for him because he's been working so well in the camp", Martinez said. "His leadership is essential for us". They open their World Cup campaign on June 18 against Panama, before also facing England and Tunisia in Group G. Then we will get a good opportunity to make a diagnosis.
Benteke misses out after a disappointing season for Palace, with Martinez adding: "Christian Benteke has been the toughest decision, but it is for the balance of the squad. We have two number 9's and Batshuayi and Romelu Lukaku have taken those positions".
As such, the quintet to be trimmed from Roberto Martinez's 28-man provisional corral are Benteke, goalkeeper Matz Sels and defenders Christian Kabasele, Jordan Lukaku and Laurent Ciman - the latter of whom has been placed on stand-by.
It had been thought Adnan Januzaj and Leander Dendoncker would miss out after a television report showed footage of mattresses with labels identifying the players who would use them being prepared to be sent to Russian Federation by a Belgian company.