The Scotland international, who has made 13 appearances and scored four tries during his single season at the club, has been released early from his contract.
"I would like to thank everyone at Worcester Warriors for giving me the chance to play in the Aviva Premiership," Walker told the club's official website.
"I have enjoyed my time in Worcester but an opportunity has arisen for my family and I to return home to Scotland. This opportunity was too big for us to turn down."
Head coach Richard Hill added: "I would like to take this opportunity to thank Nikki for his efforts during his time with the Warriors and wish him every success in the future.
"Nikki retains strong international aspirations and has been a part of the Scotland set-up during the current Six Nations campaign. His move to Edinburgh should help his ambitions to play for his country once again and he will leave us at the end of the season with our best wishes."
Walker moved to Worcester from Ospreys for the start of the current season.