Photographs in the British media on Sunday showed the Tottenham full-back inhaling from a black balloon, believed to have contained nitrous oxide, also known as laughing gas.
It is thought that the images were taken over the close-season.
Inhaling the substance can have potential health repercussions including suffocation or even death, Walker took to Twitter to apologise for his actions and insist he has learned his lesson.
"Apologies for not commenting sooner on a story about me today. I've been training and am focussed on Tuesday's game for England," he wrote.
"Now I know the health risks, it was poor judgement on my part.
"I won't be doing this again and hope that no one else is influenced into putting their health at risk by my actions."
The defender - who played the full 90 minutes of England's 4-0 FIFA World Cup qualifying victory over Moldova on Friday - will now hope to avert peoples' attention back on the pitch when Roy Hodgson's side bid for a place in Brazil on Tuesday away to Ukraine.
