The former Strictly star moved channels earlier this year.
"I do still speak to Sally [Nugent] and Carol [Kirkwood] a lot. I saw Louise [Minchin] at the National Television Awards last week or the week before last," he said during an interview with the"I think particularly when you get up at that time in the morning with people, you form a really strong friendship."
Walker also addressed speculation about his relationships with his former colleagues following speculation that things had become frosty since his Channel 5 move, denying claims he was no longer on good terms with his co-stars.
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