He did concede the visitors' dressing room was a depressing place to be at Old Trafford, as the Gunners tried to analyse their worst defeat since the 19th century.
"It was completely dead afterwards," Walcott revealed.
"It is hard to recover from that result and it could hurt a lot of players.
"But you can't do anything about it. You can't sulk. There are younger players you have to help out.
"We had Alex Chamberlain making his debut in that game. Carl Jenkinson got sent off.
"Arsenal are a big club. You have to be able to react to those sort of moments."
Even now, Walcott struggles for an explanation why such an extraordinary result occurred.
"There's no point sitting and sulking about what you could have done better," he said. "The better team won on the day.
"A lot of people dropped their heads as soon as that fifth, sixth, seventh and eighth goals went in.
"I wouldn't say we gave up. We tried our best. But Manchester United were very strong and scored some great goals.
"Maybe the organisation wasn't quite there either. We are just going to have to catch up in our results."