The expedition, which was intended to explore the possibilities of trade between China and the North-West coast of America and the setting up of a factory and military post in America, was privately sponsored in the first instance by 'some merchants at Bombay', and Walker was 'induced by curiosity' to join the expedition.

The two vessels involved, the Captain Cook and the Experiment, proceeded by way of the Dutch East Indies and the Philippines to the North-West coast of America, returning by Macao. The journal proper opens at Nootka Sound in late June 1786. Although there is some comment upon the trading potential of the area Walker's main interest lay in the customs and manners of the Indians whose society, language, trade, sexual habits and cannibal practices he describes in enormous detail. After leaving Nootka Sound at the beginning of August the expedition turned north to follow Cook's route to Queen Charlotte Sound and Prince William Sound, and at Cape Hinchinbrooke, in spite of some desultory fur-trading, Walker is again preoccupied with "the manners of the people".