Mourinho and Wenger frequently clashed during the Portuguese's first spell in England, but tensions seem to have died down in the intervening period.
"We have no problems," said Mourinho.
"Wenger is a nice guy. I had a chance to meet him much, much better after I left England.
"I started meeting him in UEFA coaching meetings, at the Euros, the World Cup. When you are not in the same league and not playing against each other, it is easier to get to know people.
Mourinho also made clear that he would be putting out a shadow side for the clash, coming as it does just two days after Chelsea's 2-1 win over Manchester City.
"We are going to give the game that the people that put the game on Tuesday want," said Mourinho.
"If they want a big game, we cannot give the big game.
"If they want the players that were playing (on Sunday), we cannot give them that.
"If they want Arsenal to win a trophy, that's a help, because if they want a big game between two big teams in London, they should put the game on Wednesday and not on Tuesday."