Constable Zachary Rolfe, 30, has pleaded not guilty to murdering Mr Walker, 19, during a failed arrest attempt in Yuendumu, 290km northwest of Alice Springs.
He fired three shots into the teen's back and torso on November 9, 2019 after he was stabbed with a pair of scissors.
The former soldier's training before he joined the Northern Territory police force has been under the microscope during his third day in the witness box at the Supreme Court.
The court has been told after he served in Afghanistan with the Australian Army he tried to join the elite Special Air Service Regiment.
He also applied to join the NT police Tactical Response Group and the Australian Defence Force Commando unit.
On Friday, prosecutor Philip Strickland SC asked Rolfe where he had been trained to use the assault rifle a fellow officer took to the house where Mr Walker was shot
"In America after I left the military. In between the military and police I travelled to America for private training out of my own pocket," he said on Friday.
Rolfe said he attended a four to five week course with Trojan Security International in Arkansas.
"I wanted to upskill myself and continue to improve myself so I could eventually join the police," he said.
"I believed that upskilling could be of assistance."
Earlier, Rolfe told the jury about his attempt with Sergeant Adam Eberl to arrest Mr Walker and the shooting.
"Kumanjayi started resisting. He raised his arms and started striking me around my head and neck area," he said.
Rolfe said the teen struck him twice on the top of the head in a "hammer fist motion".
"I looked at his hands. I saw him holding a blade in a dagger-like grip. I immediately feared for my life," he said.
He said Mr Walker then stabbed him in his left shoulder and he instinctively jabbed the teen in the face and reached for his firearm.
"His left hand was already on my Glock. I twisted my hips back as we are trained to do to knock that hand off my Glock and stepped back," he said.
"Kumanjayi's focus turned to Eberl and I immediately feared for Eberl's life. Kumanjayi started stabbing Eberl in the chest and neck area.
"I drew my Glock and when it was safe to fire ... I fired one round into the centre of mass of Kumanjayi ... and was able to confirm that it hit the target."
Rolfe said the shot did not incapacitate the teen, and he and Sgt Eberl fell to the ground and continued fighting.
"I could see Kumanjayi's right arm with the blade in it still moving and stabbing Eberl," he said.
He then moved towards the men and put his left hand on his partner's back.
"I did this because they were still fighting. They were still moving. I then fired two more rounds," he said.
Mr Walker died about an hour after the second shot ripped through his spleen, lung, liver and a kidney.
The Crown has conceded the first shot, which was fired while Mr Walker was standing and wrestling with Sgt Eberl, was justified.
But it says the second and third shots, which are the subject of the murder charge, went "too far".
The trial continues.
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