Chelsea boss Mourinho called Wenger a 'specialist in failure' on Friday and Wenger was keen to deflect the subject when he addressed the media after his side booked their place in the FA Cup quarter-finals.
He insisted that he was more disappointed for Chelsea than himself over Mourinho's remarks, and instead savoured an important win for Arsenal.
Asked about Mourinho, Wenger told reporters: "I am embarrassed for him, honestly.
"First of all I would say that I didn't speak about him at all in my press conference, and I have no more to say... I am more disappointed for Chelsea than for me.
"I am not interested in the subject at all, and that is really genuine. If you are interested, and you have nothing better to do in your life, you are free to do it.
"But honestly, I cannot force my interest in things that are not interesting for me. I love football and I'm sorry to disappoint you, but what interests me is what happens on the pitch."
Speaking about Arsenal's success against Liverpool, Wenger admitted that it was crucial to turn in a good performance following the 5-1 defeat at Anfield in the Premier League last weekend.
He explained: "It was vital for us to respond to the disappointing performance we had against Liverpool last week.
"It was vital as well because we had an opportunity to go to the quarter-final of the FA Cup. I am very pleased with the intensity of our commitment and our response, our determination.
"You could feel there was a clinical desire in my team to take every opportunity to 'kill' them. That's why it was a great game between two good teams, and overall it was a fantastic FA Cup tie.
"Many people questioned the FA Cup but like today it delivers a great football performance."
Alex Oxlade-Chamberlain opened the scoring for Arsenal and Lukas Podolski made it 2-0 early in the second half, before Liverpool came back strongly in an exciting finale.
Steven Gerrard pulled one goal back from the penalty spot but a second penalty appeal was turned down, while goalkeeper Lukasz Fabianski had to make a series of good saves.
Wenger said: "Look, Liverpool is a very strong team. They had some chances but you should not forget that we as well had some very good chances on top of that.
"They were in a position where they had to take the initiative because they were 2-0 down, they had to throw absolutely everything forward. They are good enough to create chances against any team, but we were resilient, focused on defending well.
"Overall it looked yes that they could score, but it looked always that when we won the ball we had a chance to go to the goal and score as well."
On Luis Suarez's failed penalty appeal, following a challenge by Alex Oxlade-Chamberlain, Wenger was not sure about the decision but pointed to the Uruguayan's theatrical fall.
He said: "Maybe. I have to watch it again. You know that I rate Suarez as a player but I think if we had him in the team we would have a few more free-kicks! There was contact, I don't deny that, but he is good to make more of it."
Wenger handed Yaya Sanogo a first start in attack and he was impressed by the performance of the 21-year-old Frenchman, signed from Auxerre last summer.
"For a first performance he was excellent. He was always in the game, he was a handle for them," said the Arsenal boss.
"It's his first official game basically, he played one game in the reserves for 60 minutes. Considering the intensity of the game, he was absolutely excellent."