Walcott was substituted after 55 minutes during Tuesday's 1-1 friendly draw with Italy, having operated as a central attacker and then in an unfamiliar number 10 role.
The forward missed last year’s FIFA World Cup after suffering an anterior cruciate ligament injury to his left knee in January.
He returned to action last November and has since featured sporadically for his club, scoring three times in 13 appearances, but his manager is confident improvements will come with time.
"Theo’s strength is the quality of his movement, he wants to go and get on the end of things. He’s not a guy who provides," Wenger told reporters, discussing the player's contribution for the national side in Turin.
"People have a harsh judgement on him that is not deserved because he does well. For me, he is on course to come back.
"I don't worry about Theo because he's not completely there yet. I told you a few times that he has been out for a year with a very bad injury and he’s coming back.
"He is not fragile mentally, he is strong mentally. He has big confidence in himself and he has gone through some difficult periods in his life and he has always come out with strength."
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