On Friday morning Wenger declared the title is Chelsea's to lose and insisted anyone who claims their team are not in the race does so out of fear of failure.
Mourinho has repeatedly played down Chelsea's chances of winning the Premier League this season, describing his side as the "little horse" in the race and making them third favourites behind Manchester City and the Gunners, despite currently leading the standings.
"He is a specialist in failure
I'm not," said Mourinho, whose side play City in the FA Cup fifth round on Saturday.
"If supposedly he is right and I'm afraid to fail, it's because I haven't failed many times.
"Maybe he's right
Maybe I'm not used to failing.
"The reality is he is a specialist
Eight years without a piece of silverware, that's failure.
"If I do that at Chelsea, eight years, I leave London and I don't come back."
Source : PA
Source: PA