Rooney is in advanced talks with DC United.
Walcott told Sky Sports: "Obviously I'd love him to stay, I remember having a conversation with him on the phone, he was one of the main players who got me here, so I am grateful for that, definitely.
"But if he does choose to go on I just need to wish him all the best really, him and his family. He doesn't need to prove anything to anyone anymore.
"However, let's wait and see. Like I said, I'd love him to stay here."