Walker is scheduled to host the fundraiser on June 9 at the Union League Club in Manhattan. According to an invitation for the event, tickets begin at $500.
Walker himself is running for re-election this year in Wisconsin and is eyeing a possible 2016 presidential bid. He's made frequent appearances at fundraisers across the country as he builds name recognition and courts wealthy donors.
Astorino is the Westchester county executive and is taking on Democratic Gov. Andrew Cuomo.
Walker is being challenged by Democrat Mary Burke, a former state commerce secretary and executive at Trek Bicycle Corp.