He beat John Higgins twice that season, at the Grand Prix and UK Championship, and reached the quarter-final of the China Open.
At the venue he defeated wildcard Zhang Anda, Stephen Hendry, Neil Robertson (5–4, from 1–4 down), Steve Davis in the quarter-finals (5–2, from 0–2 down), and Mark Selby in the semi-final (6–4, from 1–4 down).
[5] The rest of the season was solid rather than spectacular, but a qualifying victory over Anthony Hamilton earned him a first appearance at the Crucible Theatre, where he lost 6–10 to Mark Selby.
[14] At the Finals he whitewashed Matthew Stevens 4–0, before receiving a bye to the quarter-finals due to Ronnie O'Sullivan withdrawing from the event.
[8] Walden's performance in the UK Championship proved to be his best run in the ranking events of the season, as he could not get past the second round in any of the remaining tournaments.
[18] He defeated Robert Milkins 5–3 and comfortably beat Marcus Campbell 6–1 in the semi-finals to play in his second career ranking final, where he faced Stuart Bingham.
[24] He played Robert Milkins in the last 16 and saw a dominating lead of 9–3 cut to 11–10, before holding his nerve to advance to the quarter-finals with a 13–11 win.
[25] Walden played qualifier Michael White in the quarter-finals, defeating him 13–6 to progress to the semi-finals, where he faced Barry Hawkins.
[30] Playing Mark Selby in the semi-final, he was on the receiving end of snooker's 100th professional maximum break in the seventh frame and went on to lose the match 9–5.
[34] He beat Pankaj Advani, Xiao Guodong and Shaun Murphy in reaching the quarter-finals of the China Open, but then lost 5–3 to Ali Carter.
[35] At the World Championship, Walden beat Kyren Wilson 10–7 to face Hawkins in the second round, a repeat of the previous year's semi-final.
[41] Walden reached his second ranking event final of the season by coming back from 3–0 down against Thepchaiya Un-Nooh at the Indian Open to win 4–3.
[43] He could not recover from this loss in the remaining three ranking events as he lost in the last 32 of each, ending his season with a 10–8 defeat to Graeme Dott in the first round of the World Championship.
[40] After losing 5–4 to Stephen Maguire in the second round of the Australian Goldfields Open, a poor run of form saw Walden fail to advance beyond the last 64 of any of the main ranking events until the PTC Grand Final in March 2016 and during that time described his play as the worst in his career.
[47][48] In the following week he overcame Stuart Bingham 5–1 to play in the semi-finals of the China Open and made a 131 break in the deciding frame against John Higgins.
[47] Walden battled through a scrappy match in the opening round of the World Championship in defeating Robbie Williams 10–8 and then lost 13–8 to Higgins.
[57] After failing to get beyond the last 16 of any event after this, Walden dropped out of the top 16 and needed to win three matches to qualify for the World Championship.
[63] He advanced to the second round of the tournament for the fourth time with a 10–6 victory over Luca Brecel, but eventually lost to Judd Trump by 13–9.
[64][65] Early in the season, with wins over the likes of Jimmy White, Li Hang and Mark Allen, Walden reached the quarter-final of the Riga Masters but lost to the eventual champion Neil Robertson 4–2.
[69] Walden's best result of the season came in the English Open, he reached the quarter-final after winning against players like Michael Holt and Thepchaiya Un-Nooh before dispatched by David Gilbert in the decider.
[72] At the UK Championship, Walden reached the last 16 after knocking out Rod Lawler, Ashely Carty, and Mark Williams before losing to Judd Trump.
[76] Walden qualified for the Crucible, in the first round coming back from 9-6 down to lose the decider against eventual winner Luca Brecel, his first ever victory in the event after five previous visits.