Promoting daily walking is one of the most efficient means of improving urban health, but is rarely recognised as a priority at city level. This contribution investigates the hypothesis that evidence about the importance of walking is having a limited effect on urban policy in Europe, because walking is not defined as a priority in key documents used by policy makers in cities. Detailed secondary analysis was carried out on documents used for the evaluation of Phase V of the WHO Healthy Cities European Network (159 case studies, 71 city responses to a general questionnaire), and on relevant UN/WHO publications and published articles. Cities or case studies involving walking were selected for a second round of investigation. Alignment between walking policies and Healthy Cities core activity areas was evaluated by the authors independently, then validated in an open discussion. Two Phase V core themes related to walking were identified: healthy living, and healthy urban environment and design. Within the latter, "healthy urban design" was identified among 8 "important issues". It is defined as "creating socially supportive environments and an environment that encourages walking and cycling". In their responses to the questionnaire, 16 cities mentioned walking but only 2 of the case studies addressed daily urban walking. Furthermore, none of the UN Sustainable Development Goals (SDGs) mentioned walking explicitly. Daily urban walking plays a minor role among WHO/EURO Healthy Cities, perhaps because walking is not a priority in Phase V of the WHO/EURO Healthy Cities programme – nor in the SDGs at the global level. To investigate this hypothesis, we suggest a comparative study of policies on walking and on aspects of urban health that are recognised as priorities (tobacco-free cities, healthy food and diet) between European cities that do or do not participate in the WHO/EURO Healthy Cities programme.