City had to battle against Paris Saint-Germain, despite a comfortable looking 2-0 on the night and 4-1 aggregate scoreline.
The Parisians had a lot of possession, but City held firm in defence and counter attacked viciously.
"The Premier League, I can assure you, is 38 tough games, to win that is a real achievement, but this is the icing on the cake," Walked told the club website post-game.
"To get this club finally into the Champions League final, we don't just owe it to these brilliant fans, but we also owe it to the owners and the gaffer as well.
"A boy from Sheffield, it's what you dream about.
"It was what I was dreaming about when we got the victory over there (in the first leg), it's a dream come true and I'm buzzing."