The BBC Breakfast host and his partner Nadiya Bychkova have consistently been second or third from bottom of the leader board since Week Three of the BBC dance competition, and yet never found themselves in the dance-off.
After escaping yet again this week, Walker tweeted: "Please don’t shout at me [Crying with laughter emoji].
"I’m having an amazing time, my kids are delighted & it’s only a TV show!
"For those asking, I don’t know who is voting for us (probably not Craig) but we’re incredibly thankful to everyone who is. See you next week. Can’t wait."
This week saw Dragon's Den star Sara Davies become the seventh celebrity to be eliminated from the show after the judges chose to save Tilly Ramsay and Nikita Kuzmin following their second time in the dance-off.
Walker - who at 6ft 6in often looks awkward on the dancefloor scored just 29/40 for his American Smooth to King Of The Road.
TV presenter AJ Odudu and Kai Widdrington were actually bottom of the leader board this week with a score of 28/40 for their Paso Doble, after a wardrobe malfunction caused Odudu to trip on her dress.
The couple - who in previous weeks have achieved perfect scores - managed to escape the dance-off.
Walker tweeted: "Sad to see @SaraDaviesCC & @AljazSkorjanec go. Sara has been brilliant & I loved their Argentine tango. It’s been great to get to know her & our Friday nights and Saturday breakfasts will be sorely missed. She has time for everyone & is a real star who cares for all around her."
Davies' professional dance partner Aljaz Skorjanec appeared to confirm rumours he is leaving the show after their exit was announced.
He said: "I'm going to miss everything about this show."
Judge Anton Du Beke told Davies she was unlucky to be sent home after her Argentine Tango, but was taking part in the contest in a particularly strong year.
He said: "I think if you were ever choosing to do Strictly Come Dancing, this is the year to avoid. The standard is so high and either of these couples could have made it to the final any other year."
Ramsay found herself in the dance off for the second week in a row after also being saved by all four judges last week when Adam Peaty and Katya Jones were voted out.
Watch: Sara Davies has been eliminated from Strictly Come Dancing