The England international has been criticised for what some perceive as a timid style since he joined the Gunners in 2006.
Walcott is aware that an improvement is needed if he is to produce his best displays on a regular basis.
"I would like to be more aggressive in matches and the manager has said that to me," he told the London Evening Standard. "Not by kicking people but by running at players.
"That's the main improvement I need to make. When I play my best football, I am aggressive and not afraid of getting hurt.
"I am not afraid to put a foot in and that's what he wants."
Walcott has scored seven goals this season.