
The Gunners finished a fourth successive season empty-handed after being outshone by Premier League champions Manchester United, Liverpool and Chelsea.
Their fourth-place position will only allow them to play in the Champions League qualification round.
Arsenal are renowned for their free-flowing attacking football and are widely regarded as one of the most entertaining teams in Europe.
But Walcott believes Arsene Wenger's team should be concerned with collecting points against modest oppositions rather than playing pretty football.
"We have to learn from our experiences this year, do the dirty work and get the results," the England winger was quoted as saying by Arsenal's official website.
"Like the boss (Wenger) said, Man United only won one game out of their matches against the top four, so it just shows how important every game is in the Premier League.
"The so-called littler clubs, away and at home, they are the points you have to make up.
"We have to do the dirty work, like we have learned from this year, and take that into next season."
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