Walcott set himself a target of 25 starts and 10 goals at the start of the season and, in October, that looked unlikely as he was not getting a look-in.
"I was a bit nervous," Walcott told the Mirror. "But he is such a brilliant man to talk to. He told me he respected me for having the character to talk to him.
"He told me to be a bit more aggressive. It wasn't about kicking players, but closing them down. That was just before the Slavia Prague game and then to get that chance and play in that game was fantastic. People say that Slavia are not the best opposition but I think we would have beaten anyone that night."
Walcott's chat with Wenger paid off as he played in his favoured central role and scored twice. His performance drew comparisons from Wenger to Thierry Henry.
"I respect Thierry so much and he was so good to me," said Walcott. "When he left he gave me a signed shirt with a message saying: 'all the best, only 224 goals to go'.
"I've got four now so I've got a bit of catching up to do. But he was such a good example. I remember everyone going for a meal at the end of the season, a few players went out afterwards but Thierry doesn't drink, went home and I did the same. I just admire that dedication."