He refused to go into the specifics of the discussion but insisted he was reaping the benefits.
Walcott said: "We had a good hour and a half in a room together and we chatted about a lot.
"It's probably the best hour and a half I've ever had. To have someone with that much experience talk with you about what he had to deal with, you learn a lot.
"I've taken it all it. I always listen to people but, when it's my hero, I extra listen.
"It was about all sorts of stuff. Maybe one day I'll come out with it. It meant a lot."
On to Cole, who will win his century of caps tonight Walcott revealed: "When I first came into the Arsenal dressing room he looked after me.
"He's very difficult to play against but the last couple of times I've had the better of him, I think. He might have lost a little bit of pace - or I've gained a bit.
"But to get 100 caps and play at such a consistent level is some achievement. He reads the game very well. He believes in himself. A lot of players who believe in themselves reach the top of their game."