Mourinho, unbeaten in 10 games against Wenger, was responding to comments from the Frenchman that the Premier League title was now Chelsea's to lose after they went top of the table in midweek.
After Mourinho's repeated assertion that his side are not favourites for the title this season, Wenger suggested that managers who play down their team's chances have a "fear to fail".
But when presented with the latest comments from the Gunners boss, the Portuguese replied: "He's a specialist in failure. I'm not.
"The reality is he's a specialist because eight years without a piece of silverware, that is failure."
Chelsea currently lead the Premier League by a point from Arsenal after 26 matches, with Manchester City and Liverpool two and three further points back respectively.
But Mourinho has been at pains to stress that his side should not be considered the front-runners in this season's title race, labelling them a "little horse" and City a "Jaguar".
Arsenal, meanwhile, are mounting their most concerted challenge in years as Wenger bids to end a trophy drought which stretches back to 2005.
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