They were by far the better side, hungrier for the ball, quicker to use it, and sharper in front of goal. Chelsea's sixth win in October confirmed how they are responding to Mourinho.
It highlighted the contrast in squad depths, a painful reality for Wenger that he needs to address in January. His first-choice XI, the one that sits top of the Premier League, is undeniably impressive, lifted by such stars as Özil and Olivier Giroud. Without those in two particular, the respective creative and finishing forces of the side, Arsenal look so much the weaker.
Three regulars, Laurent Koscielny, Jack Wilshere and Ramsey, began the game and Santi Cazorla demonstrated some of his skills in the first period, including a nutmegging of John Obi Mikel, but Chelsea's second string were still too strong.
The contrast will surely remind Wenger of the need to bolster the squad in January, particularly in attack where they look so anaemic without Giroud.
The Frenchman, whose name was sung more loudly the more Bendtner laboured, came on and managed Arsenal's only meaningful attempt on goal.
It also encapsulated the contrast in squad strengths late on when Mourinho removed Eto'o and sent on Demba Ba while Wenger replaced Ramsey with Chu-young Park. Barring Gary Cahill, none of the Chelsea side were automatics for Mourinho. In the dressing-room before kick-off, Mourinho had told them to give him selection headaches for next weekend. They have done.
They simply reminded everyone of their abilities here, of their readiness for action when required. Mata was man of the match, soon having the loud contingent of 9,000 Chelsea fans singing his name with his passing and also earning applause from Mourinho midway through the first half when he went tracking back to regain the ball.
Willian looks to be picking up the frenetic pace of English football, Mikel and Michael Essien largely controlled midfield while Apzilicueta kept raiding down the right.
Mourinho had talked positively about Azpilicueta at the weekend, praising the Spaniard for being patient, for not complaining with Branislav Ivanovic being the manager's preferred starter at right-back. Azpilicueta, whose lengthy surname has prompted Chelsea fans to call him "Dave", responded here, scoring after 24 minutes.
The goal was a reward for his decision to make a lung-breaking run in support of a Chelsea counter-attack, and also his gamble on a defensive mistake, which duly came, echoing the Joe Hart-Matija Nastasic mix-up when Fernando Torres pounced in the last minute against Manchester City on Sunday.
After dealing with a Cazorla corner, Mata and then Eto'o sprinted upfield. When Eto'o played a quick forward pass to Essien, Ramsey challenged, and the ball ballooned up, seeming to drop into an area patrolled by Carl Jenkinson and Wilshere. Any danger seemed minimal. It begged only a straightforward header back to Lukasz Fabianski, who had not followed the rash example of Hart and rushed out. Fabianski moved into a sensible position to receive the header. Wilshere indicated to Jenkinson what to do. This was routine stuff. But the Arsenal right-back headed the ball upwards, delaying its arrival towards Fabianski, allowing Azpilicueta to nip and poke the ball in.
Mourinho's celebrations at a second gifted goal in succession was more muted, more respectful to the opposing manager than his run in front of City's Manuel Pellegrini. There had been all the usual talk of the old enmity between Mourinho and Wenger yet there has seemed a rapprochement in recent times.
An hour before kick-off, Mourinho was seen climbing off the bus, high-fiving Gunnersaurus, and then, shortly before kick-off, having chatted to Özil, his old Real Madrid player, Mourinho waited at the top of the tunnel to greet Wenger warmly.
The reception from the Chelsea fans was less gracious towards the hosts, reminding the locals that their former player Ashley Cole had won a European Cup with them and that it had been "eight years" since Arsenal won anything. Their volume rose after Azpilicueta's goal midway through the opening half. "We are top of the league,'' chorused the home fans.
They were not playing like it, bowing out of this competition with scarcely a fight. Bendtner, the main culprit, did deign to close down Azpilicueta at one point, presenting Nacho Monreal with a chance but he shot just wide. Chelsea's work-rate was superior, their desire for the ball greater than Arsenal's.
Ramsey worked hard, going close with a deflected shot, but Bendtner and Ryo Miyaichi did little to justify even temporary ownership of an Arsenal shirt. Bendtner, supposedly a striker, even refused the opportunity to have a strike at goal early in the second half, triggering howls of frustration.
Ramsey gamely tried to drag Arsenal back into the tie, and Özil arrived to replace Miyaichi, but Chelsea soon scored again. Mata's class had already graced the game but this was truly special. Controlling the ball with his left, Mata then connected with his right, imparting such power that Fabianski had no chance.
Arsenal fans' desire for the removal of Bendtner was soon granted. Giroud arrived and soon went close, giving Mark Schwarzer something to do. But Ramires twice almost scored while Ba worried Koscielny and Thomas Vermaelen late on. By then, many Arsenal fans were leaving while Chelsea's were singing about Wembley. Wenger, surely, was thinking about the January transfer window.