The 34-year-old brought his seven-and-a-half year stay at City to an end at the start of the year and has now opened up on The Kyle Walker Podcast about how hard it was to depart after finding it impossible to turn down AC Milan.
“In football, I think when certain things come, or certain opportunities come, you have to take it,” Walker said.
“And for me to experience a different league, for me to experience a different culture, for me to play for a club like AC Milan... I don't think you can turn that down.
“And when you know they want you, or you want to go there, and you want to have a new challenge, I think there are certain clubs in the world that you kind of can't say no to.
“I think with him (Pep) being a top player, playing for a top club and managing these top players, (he knows) people are going to have different desires or ambitions to go and do certain things with their career, and I just think for me, it just came at the right time. It came at the right time. It was the right club.
“And I just felt, you know what, I need to go and try something different because I don't want to live after football saying I wish I'd have just explored something different and come to a club like this. I think it was the right fit for me.”
As a Premier League and Champions League title winner, he will now be aiming to win the Serie A in what is a brand new challenge for the veteran defender. He then revealed that his time at City may not be over as he hopes to return next season and fight for his place.
“But, after I said my goodbyes, Pep got up and spoke and said a really nice message to me, just saying thank you for everything. But, listen, it's not over. I'm just on loan here. I've got to take that into consideration that I can go back. Obviously, both parties need to come to an agreement come the end of the season and… listen, the chapter's not fully closed, but we'll see what happens.”