During the Civil War, Walthall entered the Confederate Army as a lieutenant in the 15th Mississippi Infantry on April 27, 1861, and was promoted to lieutenant colonel on July 21, 1861. He fought with his regiment at the Battle of Mill Springs on January 19, 1862. Walthall was elected colonel of the 29th Mississippi Infantry on April 11, 1862 and fought at the Siege of Corinth and in the Confederate Heartland Offensive. Commanding one of the Army of Tennessee's brigades during November 1862 he was appointed brigadier general on December 13, 1862.