The pair will clash tonight in the Capital One Cup.
Wenger said: "With all competitors there are ups and downs. You could see that again on Sunday between Manuel Pellegrini and Mourinho because we put our heart into every game. Sometimes we go overboard and that is part of the job. With the distance after, it always settles.
"What the Premier League wants first is the quality of the games and with his teams you will always get a tough game. That is what you want.
"It's not a big surprise to see him back because there was talk about it many times."
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