Walter is the niece of the late renowned actor Sir Christopher Lee. Walter is also the great-great-great-granddaughter of John Walter, the founder of The Times. She and Imelda Staunton co-starred in the film Sense and Sensibility.
She and Downton co-star Laura Carmichael reunited in the historical drama The Spanish Princess. She appeared in the film From Time to Time alongside Hugh Bonneville, Maggie Smith, Allen Leech, Daisy Lewis, Christine Lohr, and David Robb; Julian Fellowes was the director.