Wall made the comments in an interview with Hot 97 radio in New York.
Wall entered the NBA in 2010 as the top overall draft pick after a year at Kentucky. Griffin began his pro career with Washington in 2012 after the team drafted him out of Baylor with the No. 2 pick.
Griffin garnered some criticism last week for taking on a critic in the comments on his Instagram account. Wall told Hot 97 that he has experienced some similar criticism.
"I deal with it all time," Wall said to Hot 97's Peter Rosenberg. "I had a bad game [Wednesday], I missed the game-winning three. Everybody say, 'Why you taking the game-winning shot? Why you get the play?' I'm cool with that. I have confidence and believe in my ability to do certain things.
"What I told [Griffin] is you can't judge people on what their opinion is. All you can do is focus on trying to get better. He said, 'Appreciate the words of encouragement. All I'm going to do is try to get better and bring the city back to my side.' And that's all you can do. As long as you know you're giving 110 percent effort on that field and between those lines, can't nobody criticize you."
Wall said that he first met Griffin on a recruiting trip to Baylor, when Wall was visiting as a senior in high school and Griffin was a freshman with the Bears.
"He just texted me the other day," Wall said. "The media asked me how do I feel about certain media people bashing him on Twitter and Instagram, and I say there's nothing you can do about that. It's part of the world we live in. Social media's [where] people let their frustrations and anger out there."
- Mike Fiammetta