Mendy has proven to be an inspired signing for Chelsea since joining from Stade Rennes for £22m in the summer of 2020.
The 29-year-old helped Chelsea secure a top four spot in his first season, reach the FA Cup final and crowned a first season in England by winning the UEFA Champions League.
Mendy’s superb performances saw him named as UEFA’s best goalkeeper for the 2020/2021 season.
The Senegal international has also started this season on a high, keeping four clean sheets in eight appearances across all competitions for Chelsea.
Nevertheless, Mendy has not been picked for the Ballon d’or, with Paris Saint Germain shot stopper Gianluigi Donnarumma the only goalkeeper on the list.
Koulibaly is adamant that Mendy should have been recognised for football’s most coveted individual honour.
“It’s a real shame that Edou isn’t one of them [on the list]," Koulibaly told reporters.
"He is the first African goalkeeper to win the Champions League.
“We must continue to work and move forward. We have to do the double [the work] of some people to be well judged.
“Edou is a very positive person. We talked about it together. He will continue to fight to be part of it. For me, he has a place among these 30 players.”
Mohamed Salah and Riyad Mahrez are the only Africans on the Ballon d’or shortlist.