Walter King was the first of four children born to Thomas King (1714 - 1798), and his third wife, Sarah Harrison King. It is noted that some genealogy sources cite Walter as being the son of Thomas’s second wife, Tillah White King (abt 1739 - abt 1763), but more recent evidence make a stronger case for Sarah Harrison as the mother. Some sources also continue to cite Walter as being the son of Walter’s first wife, Sarah Alexander Sackville King (abt 1725 - abt 1756). Perhaps the fact that the first and third wives had the same first name contributed to the misperceptions.

Walter operated iron works in Sullivan County, Tennessee, and became associated with John “Nolichucky Jack” Sevier (1745 - 1815) in this endeavor. Walter subsequently married John Sevier’s fifth daughter Nancy on February 19, 1795, when Nancy was 15 years old. The wedding is described in John Sevier’s published Journal and the couple is mentioned often in that Journal. Walter and Nancy had eleven children during the 30 years of their marriage. Walter also became a business partner with John Sevier in 1795 as they purchased the Pactolus Ironworks in Sullivan County, Tennessee.

The Kings probably moved to Roane County, Tennessee, about 1806 -1807. Walter was one of the early registers of Roane County and was a charter member of the Bethel Presbyterian Church organized in Kingston in 1818. Records show Mrs. Nancy King joined the church in 1822. According to Miss Hattie May's letter (a King descendent) dated Kingston, July 3, 1889: "…Nancy King and her husband are buried in the Kingston [Tennessee] burying ground.” Based on this letter, the Bethel Historical Cemetery is listed below as the burial site for Walter (this cemetery was formerly known as the Kingston Historical Burial Ground). However, no grave for him has been found to date.