The 45-year-old TV presenter - who recently left BBC Breakfast to host the channel's weekly 5pm news programme - teased his 'top secret' new project on social media.
Walker tweeted: "Off to a top-secret location to start filming a very exciting new project for @channel5_tv
"Details soon… I hope you like it. Keep your Friday nights free."
It was recently revealed that Walker will co-host Digging For Treasure: Tonight with wildlife presenter Michaela Strachan and archaeologist Raksha Dave.
The show - which will be filmed at a different location for every episode - will see teams of metal detectorists, mudlarkers and marine archaeologists searching for hidden artefacts and antiques at sites of historical significance around Britain.
The show will be broadcast from archaeological digs and dives in Edinburgh, Norfolk and the banks of the Thames.
The first episode is filmed at the Digging for Treasure camp in Northallerton in north Yorkshire, at a castle ruins between Roman and Viking settlements, working with local detectorists club North Detecting Events.
Findings will be analysed by the Portable Antiquities Scheme, run by London's British Museum and Scotland's Treasure Trove to reveal the history behind the items.
And the show will also use technology to locate a Lancaster bomber lost in World War II, explore a shipwreck off the coast of Cornwall and a Scottish loch linked to Mary Queen of Scots.
In May Walker left the BBC after 13 years after signing a deal with Channel 5.
The father-of-three said: "I've never ever been motivated by money in any job that I've ever taken, and even though I've loved working at BBC Breakfast and everybody who works on the show, this is a fantastic opportunity to work with a brilliant team at Channel 5."
He had hosted BBC Breakfast since 2016 and has been replaced by Jon Kay.
Walker competed in the 19th series of Strictly last year and finally left the BBC dance competition with professional partner Nadiya Bychkova in the quarter-final after weeks of evading the dance-off thanks to votes from viewers.
Before he joined the BBC Breakfast team Walker presented Football Focus on BBC from 2009 to 2021.
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