Walker was fourth in the qualifying round, second in the eighth round, and third in her quarter-final.
New Zealand's BMX riders found the big jumps, windy conditions and aggressive riding a challenge in round four, at the same venue, the following day.
For the first time this season, all six Kiwi riders went through safely to the second round but only Walker progressed to the quarterfinal stage.
The 2012 London Olympic medallist was third in qualifying and third in her eighth-round after an excellent ride. Walker, who had been consistently among the fastest riders out of the start throughout, hit the gate. In a strong field she could only get back to fifth to miss out on the semifinal by one spot.
"We had a big delay and were stood down after a crash in the men's race before us, which required the helicopter airlift. But I felt ready and knew my gates had been good. But I anticipated and hit the gate quite hard which slowed me and while I pushed hard I could not quite recover.
"It was disappointing but at the same time I was pleased with my speed which was in the fastest of all riders all day."
While the other New Zealand riders will remain for the next round in France, Walker will return home to prepare for the world championships in Belgium in July.
"It was always my plan. I am really happy where I am at, with my speed and consistency. I'm around the top-10 in the world but looking forward to getting home to have a good block of training and head back for the world championships."