The 29-year-old, who left Bootham Crescent at the end of last season, has signed a six-month contract with Swedish Superetten side Ostersunds FK, after rejecting several offers from English teams.
Walker will join the second-tier club midway through their season and hopes to help them win promotion to the Allsvenskan.
"I received several offers in the Football League and a couple in the Conference but after coming out to Sweden and talking to (manager) Graham Potter I felt it was a great challenge for me and a great opportunity for my young family," he said.
"I'm here to score goals and hopefully I'll help the team push for promotion this season which ends in November.
"It's not ideal joining the rest of the lads at this time, but I've looked after myself through the off-season and with a couple of weeks of hard work I'll be able to hit the ground running."
Walker will be a free agent again when the English season is just a few months old and has not ruled out the possibility of returning home.
"We'll see what happens after the season ends here," he added.