The 22-year-old gave the Gunners the slenderest of leads to take to the Stadio Friuli next Wednesday but Udinese were unfortunate not to score an away goal last night and Walcott claims the Serie A side may have missed their opportunity to cause an upset.
"Udinese are very good - technically very strong, quick and at times I think they taught us a bit of a lesson," he said. "They are very strong in midfield but it is a good result.
"We have players to come back and they will be under more pressure because they have to come at us more.
"We didn't want to commit too many bodies forward because we know how dangerous they are as a counter-attacking team. So we were very tight as a defence and that is a positive - two clean sheets in two games is great."