Complete the game on Sleep Walk difficulty.
The game is really broken and completing the game on one difficulty does not unlock the achievements for completing the game on lower difficulties. So you cannot unlock this achievement by playing the game on Medium or Hard. (The game kinda force you to play the game three times to unlock all difficulty achievements.) HOWEVER, there is an easy way to unlock all of them with one playthrough!
Here is what you need to do:
1. Finish the game once on any difficulty you want.
2. Start a new game on another difficulty. For example, if you have finished the game on Sleep Walk, now start a new game on Field Agent or XIII difficulty.
3. Skip the cut scenes until you gain control of your character.
4. Quit to main menu and go to Campaign/Mission Select.
5. Load the last mission and finish it. (There is no fighting scene in this chapter)
I take no credit for this method. I watched it on YouTube. Here is the video: