The 29-year-old recently confirmed that he would not be signing a new deal with York, leaving himself free to discuss terms with interested parties.
"I leave things like that to my agent but there are a few clubs interested so we'll see what happens. I'm definitely ready for a new challenge," Walker told Sky Sports News.
"Who wouldn't be interested in a move to Rotherham? I've got a lot of time for Steve Evans and their set-up is fantastic.
"It's a great stadium, big crowds and they've definitely got another promotion in them. But as far as I'm aware there hasn't been any contact yet."
A host of Football League clubs are reportedly monitoring developments.