Walcott revealed how Gunners boss Wenger - eight years now without a trophy - often blames himself for the team's failings.
He said: "Every time we don't perform, he always puts it on himself.
"And at times it's not fair, because we're the players that go out there every week."
The Emirates favourite is happy to defend the under-fire Frenchman because he says he has learned first-hand what a great coach he is and wants to repay him. Walcott said: "I think the boss always had such belief in me from such a young age, so I'm going to repay him by trying to win something.
"He's a great manager, one of the managers I always wanted to play for. And having so many years with him, I've learned so much."