The England right-back says it is a moment he had been looking forward to since football went behind closed doors some 18 months ago.
He also says playing in empty stadiums had become the norm for players – though it was anything but normal.
“It is fantastic to have our fans back,” said Walker.
“I got a little taste of it in the summer and you kind of forget a little bit how important that noise is.
“Not just for the result or the game, but for yourself. We have grown up, playing for how long with fans?
“For something to happen like it has in the past few years was really tough.
“You get used to it sadly, just going to the ground empty and the lads or staff on the bench are there and trying to make the atmosphere.
“As I say, I got a taste of it with fans back in the Euros with England and then as soon as I heard our fans all back at the Etihad on Saturday, it was a fantastic moment and a very proud moment, too.”
Walker says Arsenal’s recent Premier League struggles mean nothing ahead of Saturday’s game.
The Gunners have lost their opening two matches against Brentford and Chelsea without scoring.
But a 6-0 away win to West Brom in the Carabao Cup has lifted the gloom at the Emirates Stadium and Walker says City need to be ready for anything.
“Football is a strange game and anything can happen,” he said.
“You have to approach every team and every game situation the same as you treat anyone.
“There are going to be certain situations in games where other teams have better players or they can cause you more problems, but with us, I feel like they need to worry about us rather than us worrying about them.
“They are coming to the Etihad, we scored five goals last week, they had a really good result midweek, but it is going to be a good and exciting game.
“We know Mikel from previous years of being here. He will know how we work, our strengths and weaknesses, but I am sure the manager will have something new up his sleeve.”
On the expectations and hopes for this campaign, Walker says little has changed in terms of his own aspirations.
In short, he wants to win the lot!
“I think it looks relatively the same as last season,” he said
“I want to win everything that I can do; the Premier League, the Carabao Cup, the FA Cup, the Champions League, I want to take it all because that is what I am in the game to do.
“For me, first and foremost, it is the Premier League as I have said numerous times. People might say the Champions League, and this club does need the Champions League as I think the club is built to go out and win the Champions League, but for me, all I have grown up watching is the Premier League.
“It is 38 tough games and not where you come across four games a season and you think ‘alright this could be a little bit hard’.
“Every game is tough and to sustain a certain level of expectation for ourselves.
“What is frustrating about this team is that everyone is a good player and everyone pushes each other so you know that if you don’t have a good game, you might not get in the team for a good run of games.
“To achieve what we did last season and hopefully go one step further in the Champions League would be fantastic.”