As a lieutenant, Walker served at Fort Sheridan, Illinois; Fort Crockett, Texas; Veracruz, Mexico; Galveston, Texas; and Fort Sam Houston, Texas, from June 1912 to May 1917. He was a member of the 1914 Veracruz expedition under Brigadier General Frederick Funston; patrolling on the U.S.-Mexican border in 1916, he developed a close friendship with Dwight D. Eisenhower. He was promoted to captain on May 15, 1917. He served at Camp Funston, Texas, from May to December 1917, and Fort Sam Houston with the 13th Machine Gun Battalion from December 1917 to April 1918.