I travel pretty regularly throughout the football season with Arsenal and England but we don't really get to explore. In the summer months, I get about four or five weeks off and then I'll jet away to either the south of France, Dubai or Italy. I don't really like to travel too far, though, because I have a bit of a fear of flying.

I really just like to relax on holiday. When I have time off over the summer, especially during the two weeks leading up to the football season, it's important for me to have access to a good gym so that I don't go back with a beer belly. A golf holiday with the guys is always nice. I'm a bit of a bandit on the golf course because I play with a handicap of 10 but I should be lower than that.

Wentworth. It's just off the M25 in Surrey but it's still a great experience. From the breakfast to the actual golf itself and the way you're looked after – it's right up there. I played golf in Dubai with my cousin and brother but I wouldn't do it again because I was dripping with sweat in the heat and wasn't able to last the whole round.

How long have you had a fear of flying?

My granddad used to take me out in his plane when I was younger and he's a good pilot, bless him, but the memories of that two-seater propeller plane have scarred me for life. I was very young when he first took me up but I remember him flying me over my house in Newbury.

Where do you go to escape football?

I like going to New York because I don't get recognised there. Although the first time I was there I'd only been in the city an hour when the tallest guy came up to me on Fifth Avenue and said my name, gave me a high-five and then just walked off. I didn't think anyone would have a clue who I was there so it was a strange encounter. I tend to forget about football in the summer because then I just need to relax physically and mentally.

Most adventurous travel experience?

My most adventurous experiences are yet to come. I've never been skiing and it's definitely something I want to do when I finish my football career. I also want to learn to scuba dive, though I am a little scared of going into a different sort of territory with fish that can outswim me. I suppose I will be fine as long as I can swim faster than whoever I am with. I love animals, so a safari is also on my list.

Favourite city?

New York. It's got such a great buzz and I'd like to live there at some point. I first went when I was 18 and then again when I was 19, and I just felt really comfortable there. London is great but there's something about New York that really stands out for me.

Perfect holiday companion?

The best holidays tend to be with friends and loved ones because you don't get a chance to spend much time together just messing around during the football season. I don't get to spend as much time as I'd like with Mel [fiancée] during the season, so the summer months are usually our time together.

Favourite hotel?

The Mandarin Oriental in New York. It's on Columbus Circle and has great views looking out over Central Park. I was ill for about four days when I was staying there but actually having that time in the hotel was great. The staff are fantastic and the rooms are quite modern and neutral but for me it's all about the amazing views. They also have a great gym and I saw Rihanna working out in there. Did I speak to her? No, I wasn't brave enough. I was like a schoolboy in her presence.

Most memorable holiday meal?

It was at the Harbour Hotel in Hong Kong. I was there with the Arsenal team and the views out over the harbour of the boats and people swimming were quite special. It was pre-season, so there was a lot of banter going around the table and it was just a great buzz. Afterwards, I went up to the hotel's rooftop pool with Wojciech [Szczesny] and Vito Mannone [Arsenal team-mates] and they've got a fantastic swimming pool up there with a glass side so you can literally swim right up to the edge and look out at the incredible view.

Worst travel experience?

It was a bad flight after a football match, and the turbulence was just ridiculous. As we came in to land the plane was rocking quite a lot and it felt as though the wings were going to hit the runway.

Best piece of travel advice?

Research where you're going before you commit to booking anything. I go online to do my research, or ask friends for recommendations, and the club always has great brochures for us to look at. Also, don't pack too much – especially if you're going on a shopping holiday. I always do a lot of shopping in New York.

What do you hate about travelling?

Coming back. Holidays tend to go quickly and that's what I hate. Or being on a flight when we've just lost a match for an important fixture and everyone's sitting there thinking about the game, which I suppose is part of the disappointment of losing all the time.

Where next?

I've got an England friendly at the end of the season in Brazil and I'm definitely looking forward to experiencing the atmosphere at the Maracanã stadium. It's one of the World Cup 2014 venues, so it's going to be quite an exciting game.

Theo Walcott plays for Arsenal and England. For more information about self-guided tours of the Emirates Stadium, Arsenal's London home, see arsenal.com/tours.

Read our New York travel guide