The two coaches have had a stormy relationship over the years, and even came to blows in the dugout during a match when Mourinho was in charge of Chelsea.
The Portuguese manager, who is now at Manchester United, publicly described his counterpart as a "specialist in failure", and now a new book titled Jose Mourinho, Up Close and Personal has shed light on comments that he has allegedly made behind the scenes.
In the book, written by journalist Rob Beasley, it is claimed that Mourinho threatened violent behaviour towards Wenger after the Frenchman criticised Chelsea for selling Juan Mata to United in January 2014.
It is alleged that Mourinho said: "I will find [Wenger] one day outside a football pitch and I will break his face."
During this morning's press conference, when asked for his reaction to the comments, Wenger said: "I haven't read the book and I certainly will not read it. I cannot comment on that. I talk about football. I am not in destructive mode, never. I'm more constructive."
Wenger has insisted that he does not have a "personal problem" with any manager, and is 'amazed' that his relationship with Mourinho is dominating the buildup to Saturday's clash against Chelsea, who now have Antonio Conte at the helm.
"For me it was always just a big game and the personal rivalry was never a big concern," Wenger added. "Chelsea in the last 10 years have had very strong teams and before that period we were always beating them and then they were stronger for a few years and now is a new era when it's more balanced again. I have no personal problem with anyone, I respect everyone in the game.
"What is amazing is that he has nothing to do with our game tomorrow and I'm just focusing on doing well in my job and respecting everyone else. I will maybe make a book one day but I'm not ready for that."
Wenger will face Mourinho for the first time this season on November 19 when Arsenal face United at Old Trafford in the Premier League.