Wenger, once dubbed "a specialist in failure" by the Chelsea boss, punched the air in delight after Arsenal beat Everton 2-1 at a rain-lashed Emirates Stadium.
Mourinho, however, failed to show up at his post-match news conference after the Stamford Bridge club slumped to sixth from bottom following a 2-1 defeat at London rivals West Ham United.
On another bleak day for Chelsea they finished with 10 men after having Serbia midfielder Nemanja Matic sent off. The mood of the visitors was not helped at a wet Upton Park when Cesc Fabregas had a first-half goal harshly disallowed for offside.
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Arsenal won their fourth successive league match after headers from Olivier Giroud and Laurent Koscielny in a three-minute spell in the first half helped them go top for the first time since February 2014.
They have 22 points from 10 games and will stay at the summit until at least Sunday when Manchester City, second on 21, play Manchester United, fourth on 19, at Old Trafford.
Chelsea's fifth league defeat of the season meant West Ham finished the day in third place on 20 points after a venomous first-half shot into the bottom corner from Mauro Zarate and a late header from substitute Andy Carroll gave them victory.
Gary Cahill briefly drew Chelsea level with a close-range shot in the 56th minute after referee Jon Moss had ordered Mourinho to the stands when the outspoken Portuguese had approached him at halftime.
"The mood in the dressing room is not great, like you’d imagine when you lose games," Cahill told the BBC. "The lads are devastated.
"You’re left scratching your head sometimes. In the first half the Fabregas goal could have been given and we had the goal that was nearly over the line. That sums up the way we’re going."
Cahill was referring to a first-half header from Kurt Zouma that went within millimetres of a goal.
Chelsea's defeat summed up Mourinho's season.
CONTROVERSIAL INCIDENTS
Since falling out with former first team doctor Eva Carneiro on the opening day, he has been involved in several other controversial incidents.
Last week Mourinho was fined 50,000 pounds by the FA for comments he made about referees when Chelsea lost at home to Southampton on Oct. 3.
Mourinho, who sat in the directors' box until eight minutes from time at Upton Park, is now facing another FA fine for not speaking to the media and a fresh punishment for being sent from the dugout.
While the Portuguese was a picture of abject misery, Wenger ended the day with a broad grin.
The Frenchman was delighted his team won again following their 2-0 victory over Bayern Munich in the Champions League on Tuesday.
"When you win such a big game like Tuesday night and you can win again straight after, it tells you a lot about the mentality of your team," said Wenger.
Everton's Romelu Lukaku hit the bar and former England midfielder Gareth Barry was shown a late red card but Arsenal were good value for their win.
Ross Barkley was on target for Everton in the 44th minute.
Elsewhere, Leicester City beat Crystal Palace 1-0 to stay fifth with England striker Jamie Vardy scoring for the seventh successive league match.
Swansea City won 2-1 at struggling Aston Villa with goals from Gylfi Sigurdsson and Andre Ayew while West Bromwich Albion triumphed 1-0 at Norwich City thanks to Salomon Rondon's effort.
Troy Deeney and Almen Abdi struck in Watford's 2-0 victory at Stoke City.
(Editing by Tony Jimenezs)
