ESPN's Rob Dawson reported Walker is facing "disciplinary procedures" based on the actions alleged in a report by Richard Moriarty and Daniel Hammond of The Sun, which noted he invited the group to his home for a "three-hour sex session" one day before his Instagram post about COVID-19 safety measures.
Walker released an extended statement about the situation, per Dawson:
"I want to take this opportunity to issue a public apology for the choices I made last week which have resulted in a story today about my private life in a tabloid newspaper.
"I understand that my position as a professional footballer brings the responsibility of being a role model. As such, I want to apologise to my family, friends, football club, supporters and the public for letting them down.
"There are heroes out there making a vital difference to society at the moment, and I have been keen to help support and highlight their amazing sacrifices and life-saving work over the past week.
"My actions in this matter are in direct contrast to what I should have been doing regarding the lockdown. And I want to re-iterate the message: Stay home, stay safe."
The Sky Blues also released a statement, which read in part: "Manchester City FC are aware of a story in a tabloid newspaper regarding the private life of Kyle Walker in relation to a breach of the UK lockdown and social distancing rules." The club said it will review the allegations in the "coming days."
Fellow Premier League player Jack Grealish of Aston Villa was fined and disciplined by the club after releasing an apology saying he was "deeply embarrassed" after breaching lockdown recommendations and being involved in a traffic accident.
Walker has made 29 appearances for City across all competitions during the 2019-20 season, which is delayed indefinitely because of the coronavirus.