The Gunners' wing wizard was the only Englishman to take part in Wednesday's dramatic Champions League last 16 penalty-shootout in Rome, which Arsene Wenger's side won 7-6.
He successfully converted his spot-kick, although Roma goalkeeper Doni came close to keeping the ball out.
And the England international has revealed he was taught how to keep calm during the immensely tense atmosphere of a shootout from penalty king James Beattie when the pair were team-mates at Southampton.
Beattie has had a near perfect success rate from 12-yards throughout his career playing for the Saints, Everton, Sheffield United and now Stoke, and, says Walcott, believes you should never look the goalkeeper in the eye.
"I had a dry throat going towards the goal but I didn't look at the goalkeeper once. I learned that from James Beattie," he said.
"He's probably one of the best penalty takers I have seen. I have watched him over the years and mine wasn't as good a penalty as his but they all count.
"I didn't want the goalkeeper to make eye contact with me because sometimes they might put you off a little bit. Plus he was a big lad. It's all about positive thinking and it counted in the end.
"To be fair, it was a really good experience for me. It was the first penalty shootout I have ever done."
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