Mourinho was in charge of Italian side Inter as he guided them to the competition's final where they beat German side Bayern Munich to lift the trophy.
Wenger and Mourinho have a history of rivalry from the current Real Madrid coach's time at Chelsea, and the Arsenal boss believes that the 'Special One' was lucky to win the Champions League last season.
He feels that the Nerazzurri benefited from favourable decisions made by some referees throughout the competition, especially with the two decisions in the last 16 clash with Chelsea that went the way of Mourinho's side.
“Look at the teams who got to last year's final," Wenger told the Daily Mail.
“With normal refereeing neither of them would have been there. No Bayern, and no Inter.”
Wenger was also critical of the huge financial losses that Inter have suffered over recent years that have seen the club rely on owner Massimo Moratti on several occasions.
“UEFA's new financial rules will be a massive advantage for Arsenal,” added Wenger.
“I don't want to go into excuses but you want a business to be run properly and I believe to lose 150million euros a year, you don't deserve a lot of credit to win a competition.
“Some people may not care but I just don't think it's right to run a business like that.”