West Ham United's Dimitri Payet in action with Chelsea's N'Golo Kante
Walker made the comment during the Premier League game between Chelsea and West Ham at Stamford Bridge on Monday evening.
Payet did not start the match for the Hammers, but the France international attacking midfielder came on as a substitute midway through the second half.
Claudio Yacob in action with West Ham's Dimitri Payet
Former West Ham goalkeeper Walker was following the game, and he has praised the club for keeping hold of the 29-year-old.
West Ham United's Dimitri Payet
Payet was one of the best players in the Premier League last season and was linked with a move away from West Ham earlier in the summer transfer window.
According to a report in The Telegraph in mid-June, Spanish and European giants Real Madrid were monitoring the attacking midfielder’s performance for France at the 2016 European Championship.
With the 2016-17 Premier League campaign having now started, it seems that Payet will remain at West Ham.
The former Marseille star scored nine goals and created 116 chances in 30 league matches for the Hammers last season.
West Ham United's Havard Nordtveit, Andre Ayew, James Collins and Dimitri Payet