The Gunners claimed a 2-0 victory over Stoke City at the Emirates on Saturday and were largely dominant throughout, though they should have won far more convincingly.
Walcott, alongside Alexis Sanchez and Aaron Ramsey, missed a host of chances that could have put the game beyond doubt even before the half-hour mark, but the winger believes they're starting to find their form.
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"When people say we're not playing great; we are starting to get to where we want to be," he said.
"And when we do hit that, people will be more and more worried. It’s the sign of a good team if you're steady going but still getting the results.
"It’s all about getting three points at this moment in time. No one is going to remember the start of the season. It's all about how we finish."
Arsenal are infamously renowned for finishing the season stronger than they begin, with this season perhaps looking to follow the same lines.
Walcott, though, believes that they're particularly strong in one area at the moment, something the Gunners aren't so well-known for - their defence.
"People may not have seen the best of us yet but we are keeping clean sheets and creating a lot of chances," he continued.
"We're especially pleased with the clean sheet. We look very solid and we're not letting many chances against us."
The north London outfit got off to the worst possible start to the new season when they lost 2-0 at home to West Ham, but have since secured 10 points from a possible 12, recording three clean sheets.
Add to their return to form that they've created the most chances in the Premier League so far this season and the future is certainly looking positive, with it merely case of being more ruthless in front of goal in order to get their title bid back on track.