Quantum walks determined by the coin operator on graphs have been intensively studied. The typical examples of coin operator are the Grover and Fourier matrices. The periodicity of the Grover walk is well investigated. However, the corresponding result on the Fourier walk is not known. In this paper, we present a necessary condition for the Fourier walk on regular graphs to have the finite period. As an application of our result, we show that the Fourier walks do not have any finite period for some classes of regular graphs such as complete graphs, cycle graphs with selfloops, and hypercubes.