Arsenal host Chelsea in the fourth round of the Capital One Cup at the Emirates on Tuesday night, which marks the first meeting between the two managers since the Portuguese's return to Stamford Bridge during the summer.
"With all competitors there are ups and downs," Wenger told the official Arsenal website.
"You could see that again between [Manuel] Pellegrini and Mourinho, because we put our whole heart into every single game.
"Sometimes we go overboard and that is part of the job. With the distance after, it always settles."
The match kicks off at 7.45pm.