Wilmots wrote on his official Twitter account: "No @VincentKompany at training today, slight strain in the groin. He is working individually with medical staff!"
Belgium won their opening Group H match, but had to come from behind to see off Algeria 2-1.
Victory over Russia, who were held 0-0 in their opener with South Korea, would book Wilmots' side's place in the last 16.
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