The 29-year-old has confirmed he will be leaving Bootham Crescent this summer at the end of his contract and would welcome a switch to New York Stadium.
The Millers, who ended a six-year stay in League Two by winning promotion on Saturday, are reportedly interested in the front man.
Walker said: "I leave things like that to my agent but there are a few clubs interested so we'll see what happens. I'm definitely ready for a new challenge.
"Who wouldn't be interested in a move to Rotherham? I've got a lot of time for Steve Evans and their set-up is fantastic.
"It's a great stadium, big crowds and they've definitely got another promotion in them.
"But as far as I'm aware there hasn't been any contact yet."