The 21-year-old, who completed a £25 million move from Arsenal last week, said he receives "disgusting" messages on a daily basis.
"Every day I get messages," Willock told BBC Radio Newcastle. "Messages saying about my colour or different things that are disgusting, really.
"There's not much you can do -- you just have to try and ignore it. I don't think Instagram, Facebook and Twitter have put up enough of a fight for us to do anything else ... It hurts a lot -- even speaking about it.
"If you come off social media, you lose that connection with all the wonderful fans that are supporting me every day, want to see my everyday life and see what I do and have that connection with me over the platform that they wouldn't have in real life."
A Twitter spokesperson said in July it had removed more than 1,000 posts and permanently suspended a number of accounts, while Facebook said it too had quickly removed abusive comments