Walden began his professional career by playing UK Tour in 1999 (renamed the Challenge Tour in 2000), at the time the second-level professional tour. Then he played Challenge Tour in 2001 and entered Main Tour. He started the 2004/2005 season ranked at number 78 in the world, but climbed 30 places that year. He beat John Higgins twice that season, at the Grand Prix and UK Championship, and reached the Quarter-Final of the China Open.