Goretzka, who has been linked with a move to Manchester United and West Ham, has yet to feature under new manager Kompany this season.
Kompany told reporters this week: “He's important for us and will continue to be. I only have players who want to play and accept the competition for places.
“At Bayern, it's always easy to talk about individual players, but I want to talk about the team as that's important to me.
“He's very important in this team. He's doing well, but so are others.”