Earlier on Tuesday, Blues manager Roberto Mancini expressed his confidence the suspension would be overturned on the basis that Kompany did not foul Nani at the Etihad Stadium.
But an Independent Regulatory Commission has reached a different conclusion, ruling Kompany out of Wednesday's Carling Cup semi-final with Liverpool.
"An Independent Regulatory Commission has today [Tuesday 10 January] dismissed a claim of wrongful dismissal from Manchester City's Vincent Kompany following his red card for Serious Foul Play in The FA Cup Third Round tie between Manchester City v Manchester United on 8 January 2012," said an FA statement.
"Kompany will serve a four-match suspension with immediate effect.
"The suspension consists of a statutory three-match suspension for Serious Foul Play plus one additional game given this is Kompany's second dismissal of the season."