The defender will be leaving the club in the summer, whether they stay up or go down.
Walker-Peters refused to sign a new deal in the off-season, but the club chose not to cash in on him.
Walker-Peters told Daily Echo: "Mentally, it's easy for me to deal with. I'm a footballer and I want to play. Whilst I'm here at Southampton, I'm enjoying playing.
"I enjoy playing under Russell and with my teammates. I've only got a few months left on my contract but my focus is keeping Southampton in the Premier League.
"It's an extremely special part of my career. They took me from Tottenham and allowed me to become a Premier League regular. I'm forever grateful.
"I hope the fans are also grateful. I've never kicked up a fuss, never refused to play and never thrown any tantrums. I've always tried to give my all for the club."
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