The defender was forced to issue an apology last month after media reports that he had hosted a party at his home.
But Walker has hit back at the latest stories, insisting that he is being targeted and that the ongoing controversy is affecting his family's health.
In a statement on his official Twitter feed, Walker wrote: "I have recently gone through one of the toughest periods of my life, which I take full responsibility for.
"However, I now feel as though I am being harassed.
"This is no longer solely affecting me, but affecting the health of my family and my young children too." Walker admitted contravening coronavirus regulations again by visiting Sheffield to see his sister and his parents -- for which he could be fined and cautioned by police.
"In relation to the events on Wednesday, I travelled to Sheffield to give my sister a birthday card and present, but also to speak to one of the few people I believe I can trust in my life," he said.
"She hugged me to remind me that she cares and that I am loved. What am I meant to do -- push her away?
"I then travelled to my parents' house to pick up some home-cooked meals. Again, it's been an extremely tough couple of months for them."
He criticised the media for invading the privacy of his family, saying he constantly felt he was being followed.
Aston Villa's Jack Grealish was forced to apologise in March after breaching lockdown rules, while Everton strongly criticised Moises Kean for hosting a party last month.
Walker said the response to his actions had been disproportionate, raising mental health concerns and saying his family had been "torn apart" by the continuing scrutiny. AFP SSCSSC