Walker circulation variability and associated zonal shifts in the heating of the tropical atmosphere have far-reaching global impacts well into high latitudes. Yet the reversed high latitude-to-Walker circulation teleconnection is not fully understood. Here, we reveal the dynamical pathways of this teleconnection across different components of the climate system using a hierarchy of climate model simulations. In the fully coupled system with ocean circulation adjustments, the Walker circulation strengthens in response to extratropical radiative cooling of either hemisphere, associated with the upwelling of colder subsurface water in the eastern equatorial Pacific. By contrast, in the absence of ocean circulation adjustments, the Walker circulation response is sensitive to the forcing hemisphere, due to the blocking effect of the northward-displaced climatological intertropical convergence zone and shortwave cloud radiative effects. Our study implies that energy biases in the extratropics can cause pronounced changes of tropical climate patterns.