Southgate has left Walker out of the England squad for this month's Euro 2020 qualifiers against Czech Republic and Bulgaria.
Walker fears he will never play for England again.
The Daily Star quoted a source as saying: "He fears this could be the end of him when it comes to England.
"He's only 29, at his peak. He thinks he should be in the squad, but it appears Gareth Southgate is not having him. It's ridiculous and doesn't look good moving forward."