The England defender was called live from the studio on Drivetime thanks to former teammate Aaron Lennon, who was a special studio guest.
Lennon and Walker both played together at Tottenham between 2009 and 2015 and are still friends, with retired winger ringing City's treble-winning star as he drove his son to football practice.
Trying to catch Walker off-guard, host Andy Goldstein told him that co-host Darren Bent, the former Spurs and England striker, was convinced that Arsenal would beat Man City to the title, leading to laughs in the studio.
After chuckling in response, Walker said: "Listen, I think the league this season is probably a lot more open than it has been in recent years but I think if we do what we need to do and do what we can do over recent years we'll be well."
The Man City star was then jokingly asked where he keeps all of his trophies and winners medals, which saw Lennon joke: "Have you not seen his house?"
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But responding, Walker acknowledged the fortunate position being a Man City player has put him in, though is eyeing one more piece of silverware.
Walker was signed by City for £50m in 2017 and has been regarded as the best right-back in the world. Stars such as Neymar and Eden Hazard have named him as one of the toughest to play against due to his strength and speed.
"To come here and do what I've done at City has been incredible but there's one that we haven't got and we've got to go to Saudi after Crystal Palace and win the Club World Cup."
City play Palace on Saturday afternoon before heading to Saudi Arabia for the Club World Cup where they'll enter in the semi-finals as the reigning European champions.
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They could face either face Al Ahly or Al Ittihad, the latter of which has Karim Benzema playing for them and N'golo Kante in midfield.
Should they come away victorious, it will mark a simply stunning 2023 for Pep Guardiola's side as they wrap up a full house of football silverware.
MAN CITY NEXT FIVE GAMES
Crystal Palace (H)
Club World Cup semi
Everton (A)
Sheffield United (H)
Huddersfield (H, FA CUP)