The Bavarians are leading the German top-flight table but face a strong challenge from reigning champions Bayer Leverkusen.
To maintain their lead, they must navigate past the Neighbourhood Kickers, who are struggling in the relegation zone.
Notwithstanding St. Pauli’s position, the Belgian is wary of the problems they could pose. "I've only looked at St. Pauli all week," Kompany told Bayern Munich website.
"They're a team who concede very few goals. They're also dangerous going forward, even if they haven't scored that many goals.
"They often get into the box, have a lot of energy. They can also press. It's important that we go into the game with respect and full confidence in ourselves.
"We want to perform as best we can. The motivation is definitely there for this game."