The French manager was kept out of the loop over a team meeting.
The Gunners thumped Hull City 4-0 at the KC Stadium on Tuesday night to progress into the quarter-finals of the FA Cup - their first win from seven matches in all competitions.
Prior to that rout, it had been a difficult period for Premier League title-chasing Arsenal, who suffered back-to-back defeats by Swansea City and Manchester United which dented their hopes of winning the league.
They did, however, manage to salvage a 2-2 draw at title rivals Spurs, despite having 10 men for much of the second half, and Walcott claims that result was testament to the belief still in the squad.
“We are not going to lie - we know as a unit it has been tough and we all had a good chat amongst us behind closed doors, without even any of coaches or the manager knowing about anything," he was quoted as saying by The Express.
“I think it is important that as a team [to know] we have got it in us. We just have to produce it more often. You had a sense of the Tottenham game especially, when you go down to ten men in a big game like that, the belief and the character was there.
“The never-give-up spirit was there as well. In the derby matches, they could be the matches that turn your season and we may have turned the corner maybe."
Walcott and Olivier Giroud both scored two goals apiece in helping the Gunners break down Hull, and the team now hosts Watford in the quarter-final this Sunday.
The North Londoners are chasing a third successive FA Cup crown, though supporters are unlikely to be pleased if a league title is absent for a 12th straight year.