The right-back is under no illusions that Manchester City need to win the Champions League final to be considered among the greatest teams ever.
Walker has spent six glorious seasons with City, winning almost every trophy imaginable. But he wants his side to be talked about as among the best teams the Premier League has ever seen. And he knows that, without the Champions League, there will always be a question mark hanging over Pep Guardiola's side.
Despite lifting a fifth Premier League crown in six seasons, reaching a record 100 points in 2018 and collecting six domestic trophies, including beating Manchester United in Saturday's FA Cup final, Walker believes that in the eyes of many people, City are still not regarded as the very best.
He believes that title, for now, belongs to United's treble winners in 1999 and the Arsenal 'Invincibles', who clinched the 2003/04 title without losing a single game. But he knows that if his side can beat Inter in the Champions League final and complete a treble of their own, the debate will be over.
"I think that United team, along with the Invincibles, is probably up there with the best Premier League teams of all time," Walker tells a pack of reporters at City's training ground four days before the final in Istanbul.
"What us and Liverpool, to a certain extent, have done where we have been battling for the last number of years, I think we should be in consideration. Both teams as we both have fantastic players.
"But they have silverware and they have got the big Champions League trophy that we can never say we have got. For us to be in contention of talking around that we need to go and pick up this one."
Getty Images'All big teams have to go through setbacks'
Walker and City have been to the Champions League final before and lost. Their 1-0 defeat to Chelsea in Porto two years ago hit Walker hard and it was the first of two agonising final defeats that summer, as England made it to the European Championship final two months later only to lose to Italy on penalties.
But Walker believes it was also something they had to go through, an obstacle they needed to climb over to build resilience.
“I don't think any great team goes straight to the final and wins it. I think you always have to go through setbacks, those nearly games, those losses – even with the national team each step of the way we have got to a semi-final, got to a final, and hopefully big things are around the corner," Walker said.
"I think all big teams have to go through setbacks to actually maybe give you the little bit of desire where you want to actually turn that… seeing people walk up the steps at Wembley and change that to you are actually walking up and people are clapping you.
“I didn't really have much time to get over it as I had to tune back into England and go and compete in a tournament for my country. It was hard seeing all the Chelsea boys there.
"You say congratulations to them because they are your team-mates now but it was tough but then I experienced a loss against Italy in the final and then I had to pick myself up again and get ready for the season. That's football, it's part of your career that everything is not going to go swimmingly well."
AdvertisementGetty ImagesBeing publicly questioned by Guardiola
Walker knows that only too well. He has spent his career dealing with doubts from outside about his ability, about the fact City paid £50 million to sign him in 2017. And this season he faced doubts from his own manager.
Guardiola took him out of the team for a sustained period between March and April, including benching him for key games against Liverpool, RB Leipzig and Bayern Munich while he tried out a new system.
If that wasn't bad enough, Walker then had to endure the bizarre spectacle of Guardiola openly expressing his doubts about the player's ability in a press conference. Walker has previously spoken about how hard it was to take his manager calling him out in public. But he had little choice but to get on with it and try to prove him wrong.
“It's his opinion. He's my manager and I have to listen to him, if his opinion is right or wrong it's not my decision. He's the boss of this club and makes the decision who goes onto the field and I have to accept that, right or wrong, get my head down, do my extra work in the gym," Walker said.
"Make sure I am putting in performances on the training field so when I am called upon he's not saying 'That's why I was dropping you, because you are not playing well'. When I have got the chance I have tried to do what I do, play good football and defend well and hopefully that will give him the confidence to carry on picking me in the big games."
Walker came back fighting and two weeks later he was back in the team for the title showdown against Arsenal. He has kept his place for the biggest matches, putting Vinicius Junior in his pocket in both matches against Real Madrid and putting in another fine defensive display against United in the FA Cup final.
Standing his ground when the going gets tough
Walker has always had a thick skin, which he developed during an unforgiving upbringing on the Lansdowne estate in Sharrow, Sheffield. He has spoken before of witnessing horrific scenes as a child, such as an arson attack on his street, and a man who took his own life right by his flat.
Asked if that difficult childhood has helped him deal with footballing setbacks, he agrees. "Kind of. My upbringing is my upbringing. When I say certain things about it people look at me thinking 'What actually happened?' but that was my upbringing. It has channelled me into this path where I am now," he said.
"Do I think I can overcome certain things when the going gets tough, can I stand my heels in the ground and then keep moving? I think I can do that. But that is just the way I have been brought up, especially in England where people bring up up to pull you back down. That's the way the world works, especially this country."
Getty Images'More excitement than nerves'
Walker's years of experience at the highest level means he will not be feeling pre-match nerves, even ahead of the Champions League final. But he will be itching for the game to start. He confessed that he dislikes late kick offs and Saturday's game at Istanbul's Ataturk Olympic Stadium will be even worse as it kicks off at 10pm local time.
“I wouldn't say it's nerves, I'm 33 now so I wouldn't say I get nervous. I hate eight o'clock games because it is the wait of all day to go to the game. I'd rather it kicked off at three o'clock and then it is done then," he said.
"Obviously there is a little bit of nerves and I think nerves are good, you have to channel them in the right direction to make you perform well, but it is more excitement rather than nerves."
Before matches, all he does is "eat and sleep". "Obviously you need to get your nutrition in and move around the hotel if you need to get some treatment but it is about preparing so you are mentally fresh for the game. What else can you do, you can't bring the game forward, I just have to deal with it and have a little nap in the afternoon. Then I don't sleep after the game."