The Gunners looked lacklustre at times in their Champions League bout with the French club last night but Walcott insists it was not a hangover from the massive defeat they inflicted on the Blues.
"I wouldn't say it was either [a mental or physical hangover] really," he said after the match. "We did all our duties right and mentally we were very strong.
"Sometimes when we tend to concede goals we switch off and I think everybody was alive on that today.
"Maybe just going forward we were quite light, but you have to give credit to Marseille. They came here and did a job.
"They used the width of the pitch very well and we found it tough at times to retain the ball. We can't always play as we did at the weekend.
"It has been a lot of games that we haven't lost in now and that is another positive. It was always going to be tough. Obviously a lot of people will have been thinking about that game at the weekend.
"Marseille are very strong defensively and the positive we can take from this is a clean sheet yet again.
"It was disappointing we didn't score any goals considering how many we scored at the weekend, but you cannot score all the time and it is probably a fair result in the end."