The 21-year-old, who is on loan to the Essex outfit from Chelsea, helped Barnet avoid the drop from League Two in 2011 when they secured a final-day victory over Port Vale.
Walker believes that the experience has prepared him for Colchester's bid to stay up.
"I've had the experience of pressure games like this so it's nothing new to me." he told BBC Essex.
"It was all very new to me. It was only my sixth or seventh professional game, it was quite a weird feeling for me. I was nervous before the game and there was the huge pressure of keeping the club in the Football League.
"It was a lot of pressure, but we got through it in the end."
Colchester play Shrewsbury Town on Saturday afternoon, knowing that a victory will secure their safety.