Walcott was controversially left at home for a campaign in South Africa during which England struggled before an early exit but the break seems to have done him no harm as he has started the season in excellent form for Arsenal.
"I had a nice break through the summer and everything has gone well, so I just have to keep my feet on the ground," Walcott said.
"It's one of those things," he added of his World Cup exclusion. "I didn't point the finger at anyone, I didn't blame anyone, it's disappointing but I'm not going to blame myself.
"I just want to make sure it doesn't happen again by working hard on the training pitch.
"I didn't want to think too much about it and had a good mental break over the summer, because you want to spend time with your family when you can. But it's going well now and that's all I can do."