On Saturday evening's show most of the celebrity contestants and their pro-dancers partners dressed up in spooky costumes to celebrate Halloween.
However, Walker and professional Nadiya Bychkova danced the Jive in lobster-themed attire to the tune of The B-52's 'Rock Lobster', which seemed a bit out of place with the rest of the show.
Watch: Who is Strictly's Dan Walker?
Presenting BBC Breakfast on Monday morning, the journalist explained the decision behind his funny rather than spooky costume was due to the fact that he does not celebrate Halloween.
"Lots of people did ask me actually about what have lobsters got to do with Halloween,” said Walker.
“I should tell you. So we don’t celebrate Halloween in our house and I’ve got to say a huge thank you to Strictly because they enabled me to be a part of that programme without sort of doing Halloween."
Continuing on how what his family and children usually do on the day, he said: “Our kids, they would normally go to a light party on Halloween weekend or whenever that might be, and I couldn’t go on that programme and be a disingenuous dad.
“Anybody who’s got children and they talk to their children about what they can do and what they can’t do and why they do things a certain way… And I can’t go on there and say, ‘Do as I say but not as I do’.
"So that’s where the lobsters came from," he added laughing. "Strictly were brilliant, Nadiya embraced it and I'm very thankful to have made it through to another week."
Walker is an Evangelical Christian and, in an interview with Sorted Magazine, he said that faith plays a “very significant part” in his life.
“I don’t take much seriously in life except for my faith and my family. I believe that if you have a strong faith in Jesus Christ, it has to make a difference to how you live your life."
Fans online seemed to appreciate Walker speaking out about his beliefs and principles with one person writing on Twitter: "As someone who also doesn’t celebrate Halloween I have big respect for this."
— BBC Breakfast (@BBCBreakfast) November 1, 2021
"Well done for keeping to your principles. Fabulous dance too," added a second viewer while a third commented: "Thanks for sharing that you don’t celebrate Halloween.
"We have the same view and have always felt like the odd ones out. It was good to hear you say this on Breakfast this morning."
Walker and Bychkova performance earned them a total of 27 points which put them towards the bottom of the leaderboard as many contestants have started to score consistent eight, nines and tens.
Setting a new Strictly record were Rose Ayling-Ellis and Giovanni Pernice who scored the earliest 40 in the show’s history with their ice queen-themed tango.
Watch: Who is Strictly's Rose Ayling-Ellis?