The Arsenal forward has been in superb form of late in a more central-striking position and admits he is looking forward to the upcoming game against his former club.
The 23-year-old's future is still hanging in the balance amid ongoing contractual wrangling with the Gunners, with his current deal set to expire at the end of the season. Arsene Wenger's side currently sit in fifth place in the Premier League with a game in hand over local rivals Tottenham in fourth, and with a trip to Walcott and teammate Alex Oxlade-Chamberlain's old stomping ground St. Mary's up next, the England international feels the club is starting to turn a corner.
"Looking at our Premier League form recently, it has been very strong," Walcott told Arsenal's official website. "We are looking to climb the table, take every game as it comes and we have another match on Tuesday.
"It will be a very tough occasion against Southampton, but it is one I am really looking forward to. I am probably going to wrap myself in bubble wrap for the next few days! It will be a very special moment for me and Alex, and also for some of the fans to see us come back to the club."
Walcott capped 2012 with an impressive run of form in his preferred central striking position with a brilliant hat trick in his side's 7-3 home victory over Newcastle.
"It was just end-to-end and that played into our hands," Walcott said. "When we conceded a few sloppy goals you thought we may not be able to do it. If someone said beforehand that it would be 7-3 I would have just laughed, but it was an unbelievable spectacle and for it to be the last game of this year is something special."