Shakhtar tie on par with Manchester derby for Walker
City host Shakhtar in Group F on Wednesday having beaten the Ukrainian champions 3-0 away two weeks ago, while a clash with rivals Manchester United is on the horizon.
Pep Guardiola's side made a poor start to their European campaign by losing at home to Ligue 1 outfit Lyon, but have won their last two group fixtures to bounce back from four successive Champions League defeats.
And City, runaway winners of the Premier League last term, are top of the table again ahead of Sunday's home game against Jose Mourinho's United, who are already nine points back in seventh spot.
Walker, though, says City will not take their eye off the ball against Shakhtar, where a victory would secure their qualification to the next round if Hoffenheim lose to Lyon.
"Every game is important. We have to take it game by game," said the England defender. "We are fully focused on the game [against Shakhtar] and then come Sunday we will think about that after this game.
"I felt last season we had a great chance [to win the Champions League] but we came up against Liverpool [in the quarter-finals] who were on fire and we had two 10 minutes of madness in the first leg which let it go for us, but I feel we have learned from that.
"It was a good lesson to learn and hopefully we can take it into this campaign and come with a front foot forward.
"The standard in the Champions League, it is a knockout game, each and every game is important. Going to Anfield in that game, we could have gone there got a draw. We had to come back to the Etihad and play on our own turf.
"That is something I have definitely learned from last season and hopefully we can take it into this season."
WALKER: I get tight calves with my age. I do that to relieve a bit of pressure. pic.twitter.com/eMONg9yN8V
— Manchester City (@ManCity) November 6, 2018
Much has been made of a perceived ambivalence towards the Champions League from City fans, who have been known to boo the tournament's anthem, but Guardiola has urged supporters to get behind the team in the competition to boost their chances of winning a first title.
"The Manchester City fans have their opinion on the Champions League," added Walker.
"It is down to us as players to create the atmosphere in there and help the fans. They are the 12th man. We have an important job on the field to get the victory and we need to make history for this club and that is what we want to do.
"For us as players, I am concentrating on the game, rather than worrying about the fans, but obviously you do want the atmosphere – when you do go to certain grounds, it is difficult to play there when you have got the atmosphere, the fans are right on their side.
"We do probably lack that a little bit. We have come to terms with that and we have to let our football do the talking. We have got some fantastic players in there and our fans shouldn't influence how we are going to play through the 90 minutes."