The Gunners are currently sixth in the Premier League with 34 points, and are 18 points behind Manchester United with a game in hand after Wenger suffered his worst start to a campaign since he took over at the club.
And while Mourinho is struggling in Spain as Los Blancos trail rivals Barcelona by 16 points, he feels the pressure drives him on to greater things - a trait which has all but disappeared from the Emirates.
"I would love to have [Wenger's] stability at a club," he told The Sun.
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"The pressure to win things. Yes it's possible to be one or two seasons building for the future and not being at the level to win things, but no longer, because my mentality is I always need the pressure of winning things.
"Maybe it could happen soon for Arsenal. They play good football and produce good players."
And despite losing stars such as Cesc Fabregas, Samir Nasri, Alex Song and Robin van Persie in recent transfer windows, Mourinho says the replacement signings are good enough to challenge for honours.
"They're always buying players in every transfer window so surely sooner or later they should do something, should win something."
And while Wenger - unlike Mourinho - may not be worrying about whether he will be staying in his job beyond the end of the season, the Portuguese has predicted a Premier League top four for 2012-13 without Arsenal.
"So far this season Arsenal have been up and down - they're good and not so good.
"They are not in the top four but they have always finished in the top four so you can say 'Why not again this season?' But it will be tough. They will be fighting with Tottenham, Chelsea and Everton so it will be very difficult.
"Tottenham has a fantastic squad, some brilliant players - some of the best in the Premier League. And now they have found consistency in their performances.
"[Chelsea's] defeat to QPR has killed their chances of being champions but they have a game in hand and will fight for the top four again. So for me the top four will be United, City, Spurs and Chelsea."
However, the 'Special One' believes the title will be staying in Manchester, such is the strength of the United and City squads and their consistency on the pitch.
"The champions will be between the two teams of Manchester. I'm certain of that."