Walden is a town in Caledonia County, Vermont, United States. The population was 956 at the 2020 census. The community has no ZIP code of its own; mail is routed through the West Danville and East Hardwick post offices.

Caledonia County is a county located in the northeastern part of the U.S. state of Vermont. As of the 2020 census, the population was 30,233. Its shire town is the town of St. Johnsbury. The county was created in 1792 and organized in 1796. It was given the Latin name for Scotland, in honor of the many settlers who claimed ancestry there.