At the Emirates Stadium, Chelsea was in action for the second time in three days, although only Gary Cahill survived the team that beat Manchester City on Sunday.
Wenger made eight changes for the side that won at Crystal Palace on Saturday to remain top of the league.
But in the cups, Arsenal has now lost twice in eight days, having been beaten at home in the Champions League by Borussia Dortmund last Tuesday.
A blunder at the back gifted Chelsea the opener in the 25th minute after launching a swift counterattack.
Arsenal defender Carl Jenkinson's backwards header was too weak to reach goalkeeper Lukasz Fabianski, and Chelsea defender Azpilicueta ran through and dispatched the ball into the net.
Arsenal rarely looked like equalizing and Mata smashed the second into the roof of the net in the 66th after Willian nodded the ball back to the Spain midfielder in a move that started from a throw in.
It left the home crowd demoralized.
"Let's not go too quick for conclusions," Wenger said. "It's difficult to swallow what happened to us in the last week."
But asked about his poor record against Mourinho, Wenger quipped: "I don't think he scored the first goal."
At Old Trafford, United turned in the kind of performance missing largely in the league this season and Hernandez might hope for more game time up front after this double.
The Mexico striker opened the scoring from the penalty spot in the 20th after Leroy Fer fouled Adnan Januzaj. He was on target again nine minutes into the second half, heading home after Mark Bunn parried an initial effort.
"He has waited patiently for his opportunities and when he gets them he has taken them," United assistant manager Steve Round said.
Phil Jones volleyed in United's third, and Fabio da Silva collected a long ball from Wayne Rooney and slipped it past the onrushing Bunn.
Play had been halted for around eight minutes in the second half after Norwich midfielder Robert Snodgrass was knocked out during a clash of heads with Rafael da Silva and was taken to the hospital.
"It is very much concussion," Norwich manager Chris Hughton said. "He has also taken a whack in the incident itself so they will have a look at that and X-ray that just to make sure there is nothing broken."
In a seven-goal thriller at Leicester, it was a night to forget for Fulham.
Although Hugo Rodallega put Fulham in front, Wes Morgan, Chris Wood and Ignasi Miquel put Leicester 3-1 up by the 53rd.
Fulham staged a comeback through Rodallega and Giorgos Karagounis, who scored directly from a free kick in the 86th. But Lloyd Dyer restored Leicester's lead for good three minutes later.
At Turf Moor, West Ham left it late to see off Burnley thanks to two penalties.
Matthew Taylor scored the first in the 76th after Jason Shackell brought down Kevin Nolan, and Jack Collison netted in stoppage time after being fouled by Keith Treacy, who was sent off.
Entering the final five minutes at St. Andrew's, Stoke looked set for a 3-1 victory against a Birmingham side that had been reduced to 10 men on the stroke of half time when Wade Elliott was sent off amid a mass melee.
But Birmingham substitute Peter Lovenkrands scored twice in the last five minutes to send the game to extra time.
Kenwyne Jones restored Stoke's lead just four minutes into the additional period before Olly Lee leveled for Birmingham. The club's luck ran out, however, in the shootout.
