The actress filmed her last scenes as Loretta Jones earlier this week after more than a year with the teen soap.
In an interview with Live From Studio Five last night, Walton was asked whether she has a dramatic final storyline.
She replied: "I do! I'm very pleased with my exit, you know. I'm very, very pleased with what I've been given and I've really enjoyed doing it. I've probably enjoyed the last few months of filming more than I've enjoyed anything else that I've done, to be honest."
Meanwhile, speaking about the chances of a future comeback for Loretta, she replied: "It's a possibility. It's always a possibility, never say never. But at the moment I want to pursue new projects."
Walton's departure from Hollyoaks was announced in March following the arrival of the show's new producer Paul Marquess.