The Frenchman revealed his unrest at the current situation, urging the attacker to decide one way or another, whilst also insisting that Bacary Sagna will not be leaving the club
Negotiations between Walcott and the Gunners have been ongoing, with the most recent twist in the saga being the omission of the 23-year-old from the the club's annual calendar.
And Wenger cut a frustrated figure as he spoke to reporters ahead of his side's clash with West Brom on Saturday, insisting that he wishes the former Southampton player would make a decision on his future once and for all.
"I have no news. I am frustrated," he told reporters.
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"He knows what I want and he has to make up his mind."
Right-back Bacary Sagna was also left out of the team calendar, but the Gunners's boss maintained that any reports linking him with a move away from the Emirates are untrue, in spite of the fact that the 29-year-old is yet to agree a new deal.
"I don't understand the speculation," he added.
"He has one and a half years on his contract and we are in positive negotiations."