With the tournament in Russia ending just over three weeks ago, Pep Guardiola gave the 28-year-old the option of missing Sunday’s Community Shield clash with Chelsea, along with international team-mate John Stones.
Instead, the former Tottenham defender spent last week preparing for the Wembley showdown, and has no doubt he made the right decision even though he admits he could be “knackered” by Christmas.
Speaking after City’s 2-0 victory over the Blues, Walker said: “To not be a part of this would have been stupid, for me to not want to come back.
“The gaffer gave me the option, he said you can either come back on August 6 after this, or you can come back and to play.
“There is no doubt in my mind that I wanted to be here to achieve what I have achieved. Luckily the risk paid off.
“Come Christmas I might be saying to you that I'm absolutely knackered, but that is just football.
“I'm not looking into the future, I take every game as it comes, and as long as I am on the pitch and playing football, that is what keeps me happy.”
After success at Wembley, where Walker played the full 90 minutes, the Sheffield-born defender is eyeing further honours this season ahead of Sunday’s Premier League oepner against Arsenal at the Emirates Stadium.
City stormed to the title last term, topping the table with a record-breaking tally of 100 points, but Walker insists his manager’s appetite for further silverware, as well as his own, is as insatiable as ever.
“I know the gaffer wants to win everything he possibly can and so do his players,” he said. “We need to drive each other on. It's up to us to achieve those dreams.
“We achieved big things, but we can't stop there. We have to keep going and trying to improve, that's individually and collectively.
“We set the bar last year. We set it so high that we have to try to raise it. Everyone in that dressing room is not going to settle for anything less this year and we want to pick up more trophies.”