Walcott is out of contract next year and it has been claimed he wants a large pay-rise in order to stay at Arsenal.
Juventus have long been linked with the England international and having lost Cesc Fabregas and Samir Nasri in the summer, Wenger says he will fight to keep Walcott from the Emirates exit door.
The Arsenal manager said: "We want to keep Theo and he knows that. Of course [he earns his money] he works every day and works very hard.
"His attitude is great, I have no problems with that at all."