Born in South Africa, Compton moved to England while in his teens and was educated at Harrow School. A month later, he represented England Under-18s during the same tour, on this occasion scoring 42 from number three.
He made his Middlesex debut at the end of that 2001 season, batting at six in a 40 run defeat by Glamorgan. The following winter, he was selected for the England Under-19s squad to take part in the ICC Under-19 World Cup 2002. He played four further Norwich Union League matches for Middlesex in the 2002 season, impressing with an 86 not out against Lancashire. He performances for the second eleven led him received the NBC Denis Compton Award, named after his grandfather, for the most promising Middlesex player in both 2001 and 2002.