The England winger repaid the faith shown him too, by scoring the opening goal in their 4-0 win over Aston Villa at Wembley.
Arsenal 4-0 Aston Villa
The FA Cup Final
5.30pm, Saturday 30 May 2015
Wembley connected by EE
And Walcott believes this Gunners squad has the potential to go on to pose a challenge on all fronts next season.
"I've got to thank the manager for having the faith in me and picking me," said Walcott.
"This team is blessed and there's got to be many more next year.
"I've been here for a long time and this is one of the best squads that I've been part of.
"We should be achieving much more. But I believe now that's two FA Cups, the Premier League is the next big target."
Theo Walcott talks to FATV
Walcott missed out on last year’s FA Cup Final win over Hull City, so this was his first taste of victory as the Londoners picked up a 12th title to become the competition’s most successful club.
"It was amazing. Any win is fantastic," he added.
"The manner we did it today was great, we played great football and kept a clean sheet. We always knew if we kept a clean sheet we were going to score goals and win the game."
After Walcott’s opener, it was a stunning strike from Alexis Sanchez which really stole the show.
“Alexis is a flash player - very talented.”
And the former Southampton youngster paid tribute to the Chilean forward after what has been an impressive debut season in England.
"I've had limited opportunities [to play alongside him] but when I've been on the pitch with him me and him have linked up very well," he said.
"He's a flash player, he's very talented."