Mourinho has faced plenty of criticism from pundits over the tactics he employed as the Red Devils crashed out of Europe's premier competition in the last 16 thanks to a limp 2-1 defeat to Sevilla at Old Trafford on Tuesday.
It is a feeling all too familiar for Wenger, whose lengthy tenure at the Gunners has once again come under severe scrutiny in a largely underwhelming season.
The Frenchman was backed by old rival and former United boss Alex Ferguson this week, though, and Wenger offered support of sorts to Mourinho, who once labelled the 68-year-old "a specialist in failure".
"I'm supportive of everybody who suffers," Wenger said. "Your job [the media's] is to get everybody to suffer. Our job is to get as few people as possible to suffer.
"I want English football to do well. But people at our level, they are the most demanding with themselves. And the biggest suffering we get is from our own demands with ourselves. For the rest, we get love or not love.
"You know what a guy said? You're loved when you're born, you're loved when you die, in between you have to manage.
"I want everybody to be happy in the world. I don't want to speak about Manchester United's situation because my job is to take care of Arsenal.
"And overall I want English football to do well, and I want every manager to be happy. It's not possible."
None of the five Premier League sides won their home matches in the Champions League last 16, although Manchester City and Liverpool held large away-leg leads, and Wenger is using that as motivation for his side not to rest on their laurels.
"We can struggle, we are like Man United, we are like Tottenham, like everybody. Football is football," he added.
"We have seen again [on Tuesday] that 0-0 at home is a good result in Europe because of the weight of the away goal.
"Because not only does it put you away from home in a nothing-to-lose position, but it puts the team who plays at home in an everything-to-lose position. Because if they concede a goal they know they're nearly out, and if you play at home it's very difficult.
"Europe gives you always a psychological problem that you have to master. When you have won away from home you have to finish the job at home, and it's not easy."