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But, in an interview with Newstalk ZB – the first time he has spoken publicly since his dramatic resignation – Walker did not say who that advice was from.
He did, however, say that he had not been thrown under the bus.
Pressed repeatedly about the saga that forced his resignation, Walker would only say that he had "moved on".
The Clutha-Southland MP was forced to resign after he admitted to leaking Covid-19 patients' details to media.
He said he leaked the information to expose weaknesses in the Government's data management system.
But a subsequent investigation by the State Services Commission (SSC) concluded that the information was leaked in a bid to prove a subsequent press release was not racist – as had been suggested by some commentators.
Walker was given the information – in the form of a spreadsheet with details of Covid-19 positive patients – by former National Party president Michelle Boag, who resigned her membership of the party some days after her involvement was made public.
Speaking to ZB, Walker clearly did not want to talk about the saga in much detail.
"I've moved on," he said a number of times when pressed for some specifics of the saga.
He did, however, say he was given "bad advice" but did not say by whom.
Walker did concede that he was the one who sent the spreadsheet – "I held myself accountable".
"I live by certain values so I fronted up and owned it – it was the right thing to do."
But Walker only fronted up with the truth after the Government launched an inquiry into how the data was leaked.
Walker resigned on July 8 but said he would stay on until the election, which at the time was September 19.
The election has now been pushed back to October 17, which means he will remain in the job until then.
He said he has had a "few options come in," when it comes to new jobs, but he said he was definitely going to stay put in the South.
"I've had my turn, now it's time for someone else."
After that, he said he planned to sit back and "watch my mates take on the Government".