Arsenal have not won a trophy since the 2005 FA Cup and Mourinho believes that run will continue given the strength of rivals Chelsea and Manchester United, as well as the new threat posed by Manchester City.
"I don't think Arsenal can win," he told Sky Sports News HD. "Year after year it looks like they will but no. It's always the same type of comment, 'It's a young team, it will be next season'.
Wenger has just signed a new contract keeping him at Arsenal until 2014 and Mourinho said: "It's fantastic for him. I remember we played them in a Carling Cup Final [in 2007] with a team of young boys but they are no longer a team of the youngsters. They are now a team of 25, 26, 27-year-olds.