Walcott was almost unplayable at times in the 7-3 win against Newcastle United, and he admits his confidence is sky high.
"It was just end to end and that played into our hands," he told arsenal.com. "When we conceded a few sloppy goals you thought we may not be able to do it.
"If someone said beforehand that it would be 7-3 I would have just laughed, but it was an unbelievable spectacle and for it to be the last game of this year is something special.
"I am delighted [to get another hat trick]. For the first goal I managed to stay onside and Lukas played a great ball, and I opened up for the sort of finish that I am used to.
"The second one was a bit different. Out of all of the goals, that was probably the one I am most pleased with, as I had to turn in a short amount of time, not panic and put it into the top corner.
"The third was just like Chelsea [last season] what with falling over, getting up and chipping the keeper from such a tight angle. It was great, and me and Gibbo did something special [in celebration] after that!"