Walcott had given the Gunners a 65th-minute lead in Champions League Group F at the Stade Velodrome, and ultimately separated the sides as Jordan Ayew pulled a goal back from the penalty spot in stoppage time.
The 2-1 win was Arsenal's sixth on the bounce in all competitions since a 3-1 home defeat to Aston Villa on the opening day of the Premier League season and was their 10th consecutive victory away from home, a new club record.
Despite that, and all the hype about recent club-record signing Mesut Ozil, most of the questions put to Wenger after the game were about Ramsey, who also scored when Arsenal won at the Velodrome in the same competition two years ago but is now, at the age of just 22, in the form of his life.
"Honestly I didn't expect him to score so many goals, but he has especially improved with his passing and his technical quality," Wenger said, preferring to put the emphasis on the Welshman's all-round game.
"That is the most important because he was always in good positions in the box. Scoring is a bit cyclic. You have some periods where it goes in and periods where it doesn't but for me the most important is the quality of his game.
"I decided to be patient with him because when you have been injured for such a long time it takes a while to get back to your best," he added before playing down suggestions that he is the best player in his position in Europe just now.
"I don't know if anyone is playing better. I don't look at it like that. Aaron is playing well, that is the most important."
Wenger had set his side a target of 10 points from a tough group, so he was delighted to start with a win away from home against a Marseille side considered as the weakest they will face despite being seeded second when the draw was made.
Praise for French side
The Premier League club's next game in the competition will come at home to Rafael Benitez's Napoli on October 1, and is shaping up to be a cracker after the Italians won their opening game 2-1 against last season's runners-up Borussia Dortmund, with Gonzalo Higuain - who might have joined the Gunners in the summer - among their scorers.
Arsenal were arguably second best for 65 minutes in Marseille before being gifted the opener when Walcott pounced on a dreadful Jeremy Morel mistake. That may worry some Arsenal fans, but Wenger was full of praise for the French club.
"It is only the people of Marseille who seem unconvinced about the quality of their team. I was convinced before the match," he said.
"They know they have nothing to lose and the French are always dangerous when they are in that position. They are not out of it yet."
Two years ago Marseille lost at home to Arsenal but recovered to qualify for the last 16 by virtue of a stunning 3-2 win away to Dortmund.
The Ligue 1 club will go to the Ruhr at the start of next month hoping to emulate that result but in the knowledge that the Germans have improved markedly as a European force in the intervening period.
"It is clear that points are hard to come by at this level," said OM coach Elie Baup.
"Dortmund lost in Naples and it is not going to be easy playing against them, but we have five matches left and we need to build on our performance tonight, try to take our chances and avoid making mistakes."