Walker gained a commission in the County Territorials (Royal Engineers) in 1908. He was promoted to Captain in June 1914 and went to France on 24 December 1914 with the 1st East Anglian Field Company where he attained the rank of Major in June 1916. He was awarded the Military Cross and was twice mentioned in despatches. In 1919, he went to North Russia with the Expeditionary Force after which he was made OBE and a Knight of the Russian Order of Saint Stanislaus. He also received the Territorial Decoration.