Preheat the air fryer to 350 degrees F (175 degrees C).
Cut about ½ inch around the top of the apple and spoon out some of the flesh, leaving at least a ¼-inch border.
Mix raisins, walnuts, butter, sugar, vanilla, cinnamon, and nutmeg until well combined. Spoon into the cavity of the apple. Place apple in a small oven-safe dish and pour in water.
Place dish in the air fryer basket and cook until the apple is fork-tender, 20 to 25 minutes.
