He first wrote it in a poem:

“So walk on air against your better judgement
Establishing yourself somewhere in between
Those solid batches mixed with grey cement
And a tune called ‘The Gravel Walks’ that conjures green.”

He cited it later in his Nobel lecture:

“I credit poetry for making this space-walk possible. I credit it immediately because of a line I wrote fairly recently encouraging myself (and whoever else might be listening) to ‘walk on air against your better judgement.’”

Later yet, asked about the line, he said: “It had to do with a sense that the marvellous was as permissible as the matter-of-fact in poetry. [...] I like the in-betweenness of up and down, of being on the earth and of the heavens. I think that’s where poetry should dwell, between the dream world and the given world...”

And when he died, on his headstone were graven those words once again: “Walk on air against your better judgement.”