The drummer took over behind the kit in 2006 and played on Morrissey's 2009 album "Years of Refusal", but he told the former "The Smiths frontman" he was quitting his role following a concert in Stockton, California in May 12, reported Contactmusic.
He had earlier told fans on Twitter that "things are weird and getting weirder" prior to a gig in Manila, Philippines.
"Our little covered wagon has lost drummer Matt Walker, who was eager to bring his term to an end. No bargainings could persuade him to stay, and his interest drew its last breath at Stockton.
"Behind the kit, Matt was a greyhound unleashed, and his great work on "Years of Refusal" will always and forever speak up in his favour. His exit is sad, but he had no wish to continue, and a branch falls away," Morrissey wrote in a statement.