The England defender was called live from the studio as hosts Andy Goldstein and Darren Bent were joined by special guest Aaron Lennonc on Thursday.
Lennon and Walker both played together at Tottenham between 2009 and 2015, meaning that the now-retired winger was able to ring the treble-winning star as he drove his car to drop his son at football practice.
Trying to catch Walker off-guard, Goldstein told him that Bent 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 by Goldstein where he keeps all of his trophies and winners medals, to which Lennon joked: "Have you not seen his house?"
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But responding, Walker said: "I've been very fortunate.
"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."
As mentioned by Walker, Man City will face the Eagles on Saturday afternoon before heading to Saudi Arabia for the FIFA Club World Cup where they'll enter in the semi-finals as the reigning European champions.
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 footballing silverware.
France 
Poland 
Netherlands 
Austria 
Denmark 
Serbia 
England 
Slovenia 
Slovakia 
Romania 
Ukraine 
Belgium 
Czech Republic 
Turkey 
Georgia 
Portugal 
Switzerland 
Italy 
Germany 
2C 
Spain 
AZ Alkmaar 
FC Nordsjaelland 
Monaco 
Servette FC 
Dordrecht 
Feyenoord