The forward was linked with a move away from the club before signing a new deal in January, and had received abuse from the stands.
He says that he steered clear of message boards, but understood some of the frustration.
"Last year, against Tottenham [Hotspur], in the first half I got a lot of abuse from the fans, which wasn't fair," Walcott told The Times.
"I'm sure they would be nice to my face. They would come up to me and say 'we hope you stay, but we respect your decision'.
"It's only on message boards of Twitter, or when it's a crowd, that it turns nasty and that's why I avoid all that stuff."
Walcott is part of the Arsenal team which takes on Fulham this afternoon.