Walker admits City are the favourites for this season's Premier League title.
"I wouldn't say it's an ego, but we've done this now four times in a row - this is our trophy to lose," he told BBC Sport.
"I can assure you, when you're looking down at your arm and you've got that gold badge that no-one else has got it's a good feeling. Long may it continue."
Walker also said: "For us to go and do four in a row off the back of a Treble was a great achievement. To pick yourself up and go again after such a high, plus we won the Super Cup and Club World Cup as well, was especially important.
"Now, why can't we go and do five in a row? Why can't we go and do something I don't think will probably be ever be done again? That's the motivation we have to create from us as a group of players, from me as a captain.
"I think if you didn't have that drive, he wouldn't have you at the club. It's a big part of his DNA, winning.
"Look at the teams he's gone and managed, the players he's worked with. He's not shy that if you're not pulling your weight, he's not scared to tell you."