Preheat oven to 350 degrees F (175 degrees C). Spray one 9 inch bundt pan with non-stick cooking spray.
Combine the cake mix, instant vanilla pudding, eggs, milk, oil, Southern Comfort and chopped walnuts. Beat for 2 minutes. Then pour batter into the prepared pan.
Bake at 350 degrees F (175 degrees C) for 1 hour to 1 hour and 10 minutes or until a toothpick inserted in the cake comes out clean. Let cake cool in pan for 10 minutes then invert onto a cake dish and enjoy.