Compsognathus, as a near relative of some of the earliest known feathered dinosaurs, may or may not have had feathering. These could have been fibrous filaments or it could have been downy tufts or even full fledged feathers, depending upon how long ago feathers actually did begin to develop as more highly evolved and adapted keratinous scales. Regardless, older illustrated versions of Compsognathus or those illustrations at least done in older styles, show scaled individuals. Some show them as highly active predators while others show them as simply stereotypical small dinosaurs walking about in ferns and other prehistoric backgrounds. Rarely do they appear illustrated, feathered or scaled, with any sort of anthropomorphic intelligence. In this scene it almost appears that our little Compsognathus friend is surveying the world and taking a relaxing moment. Most of the physical features of the dinosaur are obscured enough that the neck and tail anatomy are about all we can comment on in terms of the physical build of Compsognathus.
As far as newer versions of illustrations are concerned, the feather fibers of Compsognathus are a little debatable overall. This version highlights an early version of feather evolution with the appearance of downy fibers all along the body. The snout, feet, and hands are lacking in feathers as they would not require nearly as much insulation as the body of Compsognathus would. Physiologically, blood traveling from the body to the feet, hands, and snout would heat the blood returning to the body from veins in/from the feet. This would keep the body warm in the same way that birds keep their bodies warm while allowing their feet and beaks to remain cold. Insulation in this manner would be the practical physiological purpose of filamentous feathers like these, but additionally these feathers would be pigmented and be able to be used for display purposes.