After good work from Danny Harrison, Walker's well struck shot from the edge of the box beat Wayne Brown to seal the points in a bitty affair.
The Millers had much of the first period, forcing several early corners. Their best chance fell to Ian Sharps whose lifted shot on the turn cleared the crossbar, whilst top scorer Adam Le Fondre smashed a shot over the top as he cut in after decent work on the left.
Nicky Law, starting in place of virus victim Kevin Ellison, tested Brown with a low drive before Nick Fenton was replaced by Pablo Mills through injury.
Efe Sodje had the Shakers best effort of the opening 45 minutes, glancing a header wide from a corner whilst Tom Newey crossed for Tom Elliott to head over Andy Warrington's crossbar.
The lively Marcus Marshall came more into the game in the second period, and it was the loan winger who tested Brown's full stretch reflexes with a right footed shot after Le Fondre had laid the ball into his path.
Gavin Gunning then volleyed over, with Bury then having a spell of midfield possession but not being able to create a clear opening.
And the Millers sealed the three points with that all important goal near the end.
Good work again by man of the match Marshall on the wing saw him feed the ball into Harrison, before Walker did the rest.
Sub Andy Morrell hit the top of the bar with a flick header in stoppage time as Bury almost nicked an undeserved point, but Rotherham held out.