Walcott admits Wenger has turned on the hairdryer several times this season.
He told Sport: "He lets us know [if we haven't performed well] the following day, that's for sure. There have been a couple of those this year.
"People think he doesn't let loose, but he can - just in quite a calm way. We all understand how much it means to him, as well as to us, and how much belief he has in us. That should be enough to spur us on to do it for him."