The England right-back knows Spurs have a busy fixture list as they are in the last 32 of the Europa League but wants a trophy as well as UEFA Champions League qualification.
"With the squad we have, we can do both. We are quite capable of it," Walker told The Sun.
"We need to go out and attack every game. Hopefully that will put us in a good position at the end of the season."
Spurs boss Andre Villas-Boas won the Europa League two seasons ago with Porto and has shown his commitment to trying to win the competition with a series of strong team selections.
And Walker is in no doubt as to the importance of the tournament as he looks to win silverware.
The 22-year-old added: "It's massive for me. I want to win stuff at Tottenham and this tournament is a great opportunity to get a medal.
"We have been good throughout the group stages. Things haven't always gone our way but we've hung in there and got the results we needed."
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