Walcott was outstanding in the 5-2 triumph.
Asked about Walcott's contract saga, Wenger said: "We haven't found an agreement yet but we will continue.
"He certainly doesn't play like someone who wants to go. And I don't behave like somebody who wants him to go."
Asked if he would make Walcott an exception to the club's wage structure, Wenger added: "We have 25 exceptions in our squad. We go always to the maximum we can afford."