Myron Walden was born in Miami on October 18, 1972 and moved north to the Bronx at twelve. He came to the saxophone by accident and taught himself on it. A worn Charlie Parker record, a used Bundy alto salvaged from his public school's collapsing music program, and an instruction book handed to him by a saxophonist who lived in the same building were the whole of his equipment. "My neighbors didn't like it much, beginner's saxophone in tight quarters," he told JazzTimes. "It was kind of rough, but my love for it softened their hearts." He added: "I never really learned the right way. Maybe I developed in the dark, but I was able to learn by osmosis or trial and error." Formal instruction came later, at LaGuardia High School of Music and Art, where his classmates included drummer Eric McPherson, bassist Dwayne Burno and saxophonist Abraham Burton, and through the Jazzmobile workshop and the Harlem School of the Arts. He went on to the Manhattan School of Music, studying with Barry Harris and John Purcell. The education he credits most, though, happened at Augie's, the Upper West Side room that later became Smoke, where his classmate the guitarist William Ash brought him to hear the bebop alto player Jesse Davis hold court every Friday and Saturday. "I was blown away. I couldn't believe that anyone walking could play this way," Walden said. "Rain, snow, sleet, ice on the ground, below-zero temperature, I wouldn't miss it." In 1993 he won top honors at the Charlie Parker competition at Lincoln Center's Alice Tully Hall, which put him on stages with Wynton Marsalis, Nat Adderley and Lou Donaldson while he was still in his early twenties.

Professional work started in 1995 with Roy Hargrove's big band, at the Jazz Gallery in the year the venue opened, and downtown at Smalls. NYC Records signed him and issued Hypnosis on August 6, 1996, a debut with an unusually heavy rhythm section: Dwayne Burno on bass, Mulgrew Miller and Kevin Hays splitting the piano chair, Eric Harland and Eric McPherson splitting the drums, with Mike Mainieri as executive producer. The follow-up, Like a Flower Seeking the Sun, was cut in a single session on February 16, 1998 with Burno, McPherson and Kurt Rosenwinkel on guitar, engineered by James Farber. In 1997 Blue Note's Japanese arm asked him to write the liner notes for its reissue of Jackie McLean's Action, a job that says something about how quickly the alto establishment had decided who he was.

He was one of the alto voices of the Smalls basement in its first decade. Bassist Omer Avital built a piano-less, saxophone-forward band there and Walden held the alto chair in it. The tape of an April 18, 1996 set at the club sat unissued for nearly a decade before Smalls Records put it out in 2005 as Asking No Permission: The Smalls Years Volume One, with Walden opposite the tenors of Charles Owens, Mark Turner and Greg Tardy over Avital's bass and Ali Jackson's drums. A second set from early 1997, released in 2007 as Room to Grow, put him alongside Owens, Tardy and Grant Stewart. When Avital finally made a formal leader debut, the nonet date Think with Your Heart, recorded in New York in 2000 and issued on Fresh Sound New Talent the following year, Walden was the lone alto among five saxophonists, the others being Tardy, Jay Collins, Jimmy Greene and Joel Frahm.

The association that has defined his sideman career began the year after that first Smalls tape. Walden joined Brian Blade's Fellowship Band at its founding in 1997 and has been in every edition of it since, playing alto saxophone and, from the second record onward, bass clarinet. The self-titled debut was recorded and mixed at the Teatro in Oxnard, California and released by Blue Note in 1998; Perceptual came from Avatar Studios in New York in September 1999; Season of Changes was taped over four days in October at the Clubhouse in Rhinebeck, New York and issued by Verve in 2008; Landmarks followed in 2014 and Body and Shadow in 2017. Blade's own Stoner Hill label later opened the vaults, releasing a bootleg of a June 15, 2000 set at Blues Alley in Washington, D.C. and, in 2023, Kings Highway, recorded at Fantasy Studios in Berkeley in June 2018. The same circle produced Lifecycles, a two-volume tribute to Bobby Hutcherson cut in October 2018, on which Walden plays flute, tenor, alto and bass clarinet. His other standing chair was in trumpeter David Weiss's New Jazz Composers Octet, which he joined for First Steps into Reality (recorded between March 1997 and May 1998) and stayed with through Walkin' the Line (2002) and The Turning Gate (2008), and which backed Freddie Hubbard on his late-career records.

His own leader catalogue kept moving in parallel. The Apex Trio, with Burno and McPherson, made Apex Volume I and Volume II for his own Demi Sound Records in 2000. Two dates for Fresh Sound New Talent followed: Higher Ground, recorded at Estudi Moraleda in Barcelona on July 10, 2001 with Marcus Strickland's tenor beside him, and This Way, assembled from a Barcelona session on March 24, 2003 and a Brooklyn one on September 29, 2003, with Jimmy Greene on tenor and Weiss producing. Then Walden stopped recording under his own name for close to five years and spent the time learning the tenor. The return, when it came, arrived all at once and in triplicate. Momentum and Momentum Live were released together on November 17, 2009, a hard-bop quintet with trumpeter Darren Barrett and Walden on tenor. The two-disc In This World project, To Feel and What We Share, appeared on January 12, 2010, with Mike Moreno's guitar, Fender Rhodes from David Bryant and Jon Cowherd, and Brian Blade and Kendrick Scott sharing the drum chair. Countryfied, out that July, was a Southern-soul organ record with Jared Gold and Ron Oswanski on Hammond, Oz Noy on guitar and Kenneth Salters on drums. Walden described the three as different facets of one person, and the JazzTimes writer Aidan Levy reached for Charles Mingus's line "I am three" to describe the effect. The reasoning behind Countryfied was blunt: "If you think about someone taking a solo over 'Giant Steps' or 'Countdown,' you're not going to be able to sing it back. I want to be able to play a solo where it's so relatable you want to sing it back to me."

A four-disc Momentum concert set, Live: Our Sound, came out on November 5, 2013, and then he went quiet as a leader for nearly twelve years. He surfaced again in April 2025 with Flutes & Strings on JMI Recordings, a record with no saxophone on it at all: Walden wrote, arranged and conducted the music and played piccolo, concert, alto and bass flutes against a string quintet, recorded and mixed direct to a Studer A80 tape machine on October 15, 2023. The label had been waiting for it since watching him play with a string section at Smalls in 2016. He continued to work as a sideman throughout the gap, on David Weiss's Wake Up Call (2017) and Auteur (recorded January 2023), on Somi's Miriam Makeba project Zenzile (2022), and in the Fellowship Band.

Walden built his alto sound on Charlie Parker and never entirely left, but the Parker inheritance in his playing is rhythmic rather than melodic: JazzTimes credited him with "a Phoenix-like virtuosity and an attention to rhythmic detail" uncommon among saxophonists, and Nat Hentoff, writing in the Wall Street Journal, called him "simultaneously the most insistently personal and instantly accessible musician of his generation." Accessibility is a stated goal, not an accident. He talks about a solo the way a preacher talks about a sermon, as something the congregation should be able to sing back, and he has said outright that the competitive hipness of much modern jazz alienates the people it is played for. Being self-taught left him with an unorthodox relationship to the instrument and, later, an unusual willingness to start over on new ones: he took roughly five years away from leading records in the mid-2000s specifically to learn tenor, added bass clarinet to the Fellowship Band's palette, and at fifty made an entire album on four different flutes. The three bands he launched in 2009 and 2010 were designed to keep those impulses apart rather than blend them, Momentum for the bebop lineage, In This World for the spiritual and open-form material, Countryfied for organ-trio blues and Southern soul. He plays a Julius Keilwerth SX90R 2400 alto.