Bellamy, who talked extensively about his long battle with depression last year, had been part of the Anderlecht coaching staff since 2019.
The 42-year-old has been working as former Manchester City team-mate Kompany's right-hand man since earlier this year, but he will officially step aside on Monday.
A statement on Anderlecht's website on Sunday read: "Assistant coach Craig Bellamy will leave the coaching staff of RSC Anderlecht on Monday.
"Bellamy already struggled with mental problems in the past and these have resurfaced again recently.
"With his departure, the Brit took a very difficult, but absolutely necessary decision concerning his health.
"Bellamy said goodbye to the players in the dressing room on Sunday afternoon after the 7-2 victory against KV Mechelen."
Former Wales international Bellamy retired from football in 2014 following a second spell with hometown club Cardiff City.
He moved into coaching with Cardiff at academy level before departing in January 2019 and taking up a similar position with Anderlecht.
Following the news of Bellamy's departure, Kompany added: "Craig has long struggled with his mental health. Now the monster is back there.
"Health is above football. We are obligated to give him the chance to get well."
A General Assembly met virtually on Friday and clubs ratified last month's decision from organisers to end the 2019-20 season, which has been halted since March amid the coronavirus pandemic.
All 16 teams in the top-flight had played 29 regular-season matches before the campaign was stopped, with Brugge 15 points clear of Gent at the top of the table.
The league season has now been declared over and no play-offs will be played to determine final positions, as is usually the case in Belgium's top division.
It is Brugge's third title in the past five seasons and they will directly enter the group stage of next season's Champions League.
Gent go into the third qualifying round of Europe's premier club competition by virtue of being one point clear of third-placed Sporting Charleroi when the league was halted.
Despite the league being brought to an end, the general assembly concluded they would "try to play" the Belgian Cup final "during the last weekend authorised by UEFA and before the start of the regular competition for the 2020-21 Pro League season".
Antwerp are fourth in the league but will gain automatic entry to the Europa League instead of Charleroi if they are able to play, and win, the final against Brugge.
If Brugge triumph in the final or the match cannot be held, Antwerp will instead have to go through Europa League qualifying along with fifth-placed Standard Liege, with Charleroi going straight into the group phase.
Waasland-Beveren are relegated, as they sat two points adrift of KV Oostende in the standings.
Osimhen, who scored 13 Ligue 1 goals last season, joined the Partenopei at the end of July in a deal that could eventually be worth €54m.
While Lille moved quickly to bring in veteran Turkey forward Burak Yilmaz, a large chunk of the Osimhen fee was used to recruit Canada's David.
The 20-year-old has signed a five-year contract in Lille and will wear the number nine shirt, which previously belonged to Loic Remy, who is said to have failed a medical at Benevento in recent weeks.
David scored an impressive 37 goals in 83 games for Gent in all competitions, having made his debut in August 2018.
The American-born front man also has an outstanding strike rate at international level, netting 11 times in 12 senior matches for Canada.
"I'm really happy," David said. "I've been eagerly awaiting this day and it's a pleasure to be a Dogue.
"I know the project that has been put in place here by the president, [sporting director] Luis Campos and [head coach] Christophe Galtier. This is a very good team with great players.
"I want to play and to progress and I think that this is the perfect place."
