Sterling was criticised for missing chances in an impressive first-half display by England on Monday night that was followed by a lacklustre performance in the second half.
Walker, who won the Premier League title alongside Sterling last season, has backed his fellow countryman to improve in Sunday's match against Panama.
"I've played behind Raz all season and it is an absolute joy," the full-back told the Evening Standard. "There is nothing he can't do on a football field. He is frightening to play against.
"I train with him every day, I know what he is like and what he does to defenders, any of them. Raheem is probably disappointed he didn't score. I know he wants goals and he has added goals to his game this season, so that's probably the only disappointment, but he had a smile on his face in the dressing room when we collected the three points because it is a team game.
"Raheem can't go out there and win it on his own but he'll be back. In any case, we are all in it together: we win, lose and draw together."
Sterling has scored two goals in 39 England appearances.