Walnut Canyon lies on the Colorado Plateau and cuts through the Permian Kaibab Limestone. The canyon rim lies at 6,690 ft (2,040 m); the canyon's floor is 350 ft lower.

A loop trail descends 185 ft (56 m) into the canyon passing 25 cliff dwelling rooms constructed by the Sinagua, a pre-Columbian cultural group that lived in Walnut Canyon from about 1100 to 1250 A.D. It is thought that the Sinagua left because of fear of neighboring tribes or droughts, but it is not certain. The disappearance of the Sinagua left over 80 cliff dwellings behind. The dwellings themselves were small but large enough for the inhabitants to still be able to cook and sleep.