The Sky Blues celebrated a Premier League and Carabao Cup Double yesterday, with the Champions League final still to play.
"It's been a special one," said Walker about the 2020/21 season.
"The first one was great to get over the line but the feeling doesn't get old when you're up there and lifting the trophy.
"To come away with it and with the fans here, it was excellent."
Walker added: "Did I believe in the squad? Yes, I did.
"The quality we have speaks for itself.
"We had to dig deep and show character and I think we did that."