Compston initially followed an Art Foundation Course, but changed his study to Art History, graduating from the Courtauld Institute of Art in 1992. He developed an interest in the art of living painters, which he thought were ignored by the art establishment. He opened an art gallery, Factual Nonsense, at 44a Charlotte Road in Hoxton, and worked with many of the artists of the YBA movement including Tracey Emin, and organised an annual fete in Hoxton Square.
Compston died of overdose of ether in 1996. His funeral was attended by several hundred mourners including many leading figures of the London art scene. His coffin was painted by his artist friends Gary Hume and Gavin Turk.