Walden's coaching career began in the spring of 2012, while he was still an undergraduate at Sul Ross. He worked as an offensive assistant under offensive coordinator John Tyree; when Tyree stepped down at the end of the academic year head coach Wayne Schroeder named Walden to replace him. Sul Ross's offense flourished in 2012, and at the end of the season Joshua Eargle, the new head coach at conference rival East Texas Baptist University, hired Walden away to become offensive coordinator on his staff.[3]
Eargle resigned from the East Texas Baptist job in January 2016, and the university promoted Walden, then 26, to replace him. At the time of his hiring, the NCAA believed Walden to be the youngest college head football coach in the United States. After one year at East Texas Baptist, during which the team compiled a 7–3 record, Walden departed in 2017 to become the wide receivers coach at the University of Southern Mississippi under head coach Jay Hopson, replacing John Wozniak.[4] Walden gained the title of co-offensive coordinator in 2019.
Southern Miss named Walden interim head coach on September 7, 2020, after Hopson stepped down.[5]
On October 27, 2020, Walden was named the new head coach for Austin Peay.
Walden took over coaching duties after non-conference play in 2020–21 and led Austin Peay to a 4–2 record in the conference while the team finished 4–5 overall.
Walden was hired as UTEP Miners head coach on December 4, 2023.[6]