Champions Chelsea finished 12 points clear of Arsenal last term, but Arsenal finished strongly and Alex Oxlade-Chamberlain's first-half strike saw Wenger claim a first win over Mourinho in 14 attempts.
However, when asked if Wenger beating Mourinho affected Chelsea, Zouma said: "There's no impact for the season, they won and we were unlucky. Congratulations to them.
"We are happy to play a game in the Premier League. We lost the community shield, we were unlucky but we have to think about [the league].
"Every team can be champion, we want to be champion, we have to defend our title. We have a good squad and a good team. Mentally we are ready for that."
Zouma also spoke of his desire to help the team whatever position he is asked to fill as, normally a centre-back, has featured in midfield and at left-back on occasion.
"I didn't expect to play left-back, but I have to help the team," he added. "The most important thing is to play for the team. The boss asked me to play left-back, I have to do a job for the team."
