The Tottenham defender, currently with England on World Cup qualifying duty, was the subject of front page headlines on Sunday after photographs emerged of him taking the 'legal high' nitrous oxide - inhaling it from a balloon.
The FA says Walker will not face any disciplinary action over the incident.
The incident took place in his native Sheffield during a night out this summer, and Walker was quick to issue a statement apologising.
"Apologies for not commenting sooner on a story about me today. I've been training and am focused on Tuesday's game for England," he said via his Twitter account.
"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."
Walker was named as the PFA's Young Player of the Year in 2012 and has won seven caps for England since making his debut against Spain in 2011.
You can see England's news conference with Roy Hodgson and Steven Gerrard at 3.45pm on Sky Sports News