The London derby, played with rain swirling around the Emirates Stadium, failed to produce the drama expected, with few attempts on goal on Monday. (Agencies)
"They defended well, were well organized, and we didn't find our zippy movements to play between the lines as we can," said Wenger, whose side lost 6-3 at Manchester City in its last game.
"I feel we were a bit edgy because we conceded six at Man City and that played in our heads at the start. In the second half we took control of the game and had two or three chances where we could have done better."
Chelsea came closest in the first half when Frank Lampard's shot struck the crossbar, while Arsenal only threatened Petr Cech's goal in the closing minutes when Olivier Giroud shot wide from a tight angle.
It meant that in Mourinho's two stints as Chelsea manager, Wenger has now endured five draws and five losses. "It is a solid point but two points dropped at home," Wenger said.
Arsenal is ahead in the Premier League, only behind leader Liverpool on goal difference and two points ahead of fourth-placed Chelsea.
Mourinho's mission was to shackle an Arsenal team that hasn't been beaten at home in the league since the opening day of the season.
And the Portuguese coach succeeded with his well-organized side, prompting Arsenal fans to boo the visitors and chant "Boring, boring Chelsea."
"I agree," Mourinho said. "I played against them 10 times and I never lost ... it was very important not to lose because if we lose we are five points behind the leader and with a point we are two points behind both leaders."
The concern for Mourinho, though, will be the failure of a Chelsea striker to score a first league away goal since last December, with Fernando Torres ineffective up front.
"It's not just a problem with the strikers, it's also a problem of the other people not transforming half-chances into chances for goals," Mourinho said. "And we had half a dozen of those today, not aggressive, sharp or attacking people to score."
Instead the defenders thwarted Arsenal. "Arsenal showed on the pitch ... frustration because they couldn't create or penetrate," Mourinho said.
Wenger was aggrieved that Arsenal wasn't awarded a penalty in the first half when Theo Walcott went down under Willian's light challenge.
"One hundred per cent penalty," Wenger said. "In my mind (there) is no doubt."
Mourinho was dismissive of his London rivals' complaints. "You know, they like to cry, that's tradition," he said.
"English people, Frank Lampard, for example, would never provoke a situation like that. Players from other countries, especially some countries, have that in their blood. So, instead if you have a contact or the opponent was aggressive, let's go, keep going. This is English football."
Mourinho also defended John Obi Mikel's sliding studs-up tackle on Mikel Arteta before the penalty call that went unpunished.
"Football is a game of contact," Mourinho said. "English football, winter, water on the pitch, sliding tackles at fantastic speed ... be proud.”
"Play with pride. If you are hurt, OK you are hurt. If you have pain, I have pain every day and I work every day."
The teams are back in action on Thursday, with Chelsea hosting Swansea and Arsenal at West Ham.
The London derby, played with rain swirling around the Emirates Stadium, failed to produce the drama expected, with few attempts on goal on Monday.