The Gunners made it four wins on end in all competitions with Wednesday night's 2-0 Champions League triumph over FC Basel in which Walcott scored a first-half brace.
"The whole team tends to react well and defend well as a unit and clean sheets are going to win games because we are going to score plenty of goals," he told Arsenal.com.
"The whole team has tended to play very well together, and when we lose the ball everyone tries to be first to get it back.
"That starts from Alexis at the top and he sets the pace for us all, and it seems to be clicking at this moment in time.
"It's still very early into the season so hopefully we can all stay fit and it will be a good run."