Walcott was all set to start in Sunday's 3-1 win over Stoke at the Emirates before picking up an injury in the warm-up.
And Wenger said: "He had an abdominal muscle problem, I don't really know what it is.
"Nobody can tell me whether it is just a question of days.
"He had a test before the game and I decided to play him but he had a little problem before the Marseille game (last week) and it then became a bit worse.
"It's a bit mysterious, because we don't really know what it is."
Arsenal are away to West Brom in the Capital One Cup on Wednesday before they travel to Swansea for a Premier League encounter on Saturday.