Defeat at home to Manchester United have City on the brink of blowing their title defence.
But Walker says, "It's a massive gap, we know that.
"We need to keep fighting until the end. It's not over until it's over, we will keep trying.
"There was a big difference between the first and the second half [against United]. Going to the half-time two goals ahead it was very positive for them.
"We knew they have quick players in quick areas. Martial, Rashford and James, they're very good in the counter-attack.
"We knew that and we didn't handle it as well as we could have as a team."