The £37m sale of Mata has been sanctioned less than a week after United's defeat at Stamford Bridge, and he cannot now face Chelsea this season.
That timing left Arsenal boss Wenger questioning the fairness of a transfer system, which means Mata will play against Chelsea's title rivals during the run-in.
But Mourinho has laughed off his rival's concern, saying: "Wenger complaining is normal, because he always does. It's something that we know.
"When a player plays for a club on August 20 and two weeks later on September 5 plays against the same club with a different shirt, this is normal, because this is the market.
"We don't do the market, we don't do the rules, we have just to do according to the rules.
"If Wenger sells Mesut Ozil to Manchester United in this moment I would be very happy because he sells a very important player.
"Normally he should be happy that Chelsea sold a player like Juan Mata, but this is a little bit his nature."
Another of Mourinho's opposite numbers - Manchester City's Manuel Pellegrini - has also voiced his concern over the Mata deal, albeit in more general terms than Wenger.
Pellegrini said: "I do not agree that a transfer like this can happen in the middle of the season. I do not think a player should be allowed to go from one club to another in the same league in January.
"The rules are the rules, so you play by them, but I just think they should change. I am not saying scrap the January window, just change it."
Mourinho regularly crossed swords with Wenger during his first spell in English football, but said back in July there would no longer be "one single problem" between the two.
The Portuguese again emphasised his "respect" for Wenger before Chelsea went to the Emirates in December but ended the evening criticising Arsenal's 'crying tradition' in the wake of a bad-tempered goalless draw.
Shagwa....I'd say that by not resorting to personal insults Wenger would have come out on top if it was a competition, which it wasn't. But like kids in a playground, the chavs are all on here with the "my dad's bigger than your dad" type comments. U guys have always been an arrogant bunch even during the 80's and 90's, (albeit there were far fewer of you then) but Jose and the money have taken you a new level. Wenger was asked a question and he gave his consistent opinion about the January transfer window. He even said that Chelsea were acting within rules.- gunner14