The Walker circulation (WC) responds to CO₂ forcing at both short and long timescales. The fast response accounts for a substantial portion of the total responses, but its mechanisms, particularly those pertaining to air-sea interactions remain unclear. We found the initial land-sea warming contrast drives the anomalous easterlies (westerlies) in the Pacific warm pool (cold tongue) region. When the anomalous easterlies dominate, a Bjerknes feedback is triggered, leading to fast Equatorial Pacific cooling and WC strengthening. Otherwise, the Central and Eastern Pacific warms via the wind-SST-evaporation feedback and a weakened upwelling, leading to WC weakening. While the WC weakens and the equatorial Pacific warms eventually, the transition into the slow response differs among climate models. If initial cooling happens, the Equatorial warming emerges as the Bjerknes feedback wanes and the subsurface warm water accumulated in the warm pool migrates eastward via downwelling oceanic Kelvin waves.