Kompany is keen to stick to the expansive style of football which brought Burnley promotion from the Championship last season.
The Belgian has been unmoved despite a series of bad results for Burnley and things got worse for the Clarets on Saturday when Everton visited Turf Moor and won 2-0.
Burnley have now lost eight of their nine home league games this term and Keys thinks Kompany is being stupid by not changing his ways.
Keys, talking to Andy Gray, said on beIN SPORTS: “I’m going to give you a different word [to describe Kompany’s approach], stupid.
“It really is.
“I mean, how many times…that’s one win from nine [at home], they’ve lost the other eight.”
He admits he is unsure what it is going to take for Kompany to realise his way is the wrong way at Burnley however.
Keys added: “I don’t know what it’s going to take, I really don’t know what it’s going to take for him to realise Burnley are not going to play their way out of trouble in the Premier League.”
Burnley sit second from bottom in the Premier League and have won just two of their 17 league games.
Kompany will look for better fortune on the road next weekend when he takes Burnley to Fulham.
