Spurs were beaten by their arch rivals at the Emirates Stadium to drop out of the cup competition but right-back Walker is now targeting a swift response at home against Crystal Palace in the Premier League this coming weekend.
"It's disappointing and frustrating to lose to the local rivals," Walker said.
"But we showed a lot of character. We kept going. We have come here previously and it has been higher than 2-0.
"We have got to pick ourselves up. We have a big game on Saturday, a London derby and we need to get the three points because we have been fantastic (in the league)."
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