In 2001, a 35-minute movie, The Accountant, produced by Walton's production company, Ginny Mule Pictures, won an Oscar for Best Short Film.
Walton likes movies by Jim Jarmusch and Coen brothers. About TV shows, his favorite one is Sanford and Son.
Walton likes listening to music: American singer/guitarist Michael Hurley, rock/country band Drive by Truckers, and Joe Henry.
Walton has a predilection for interior design, in particular house illumination and the way it affects a person's mood.
His castmates on The Shield call Walton "Method Man", since he is a very methodic actor.
Walton and Kenneth Johnson, who acted with him on The Shield since 2002, are best friends. They met on the set of the movie Major League: Back to the Minors in 1998.
Walton has a brother named Sandy who is 15 years younger than him.
When Walton was 10 years old, he and his mother were champion cloggers, with the name of Mountain Dancing. They even opened a B.B. King concert when he performed in Atlanta.
His deceased wife was the manager of a dog walking business; Walton still has a dog, Beulah, he and her wife had together.
All Walton's cast mates from The Shield attended his wife's memorial service after she died committing suicide in 2004.
He's 5'11" (1.80 m).
He was married to Leanne Goggins from 2001 to November 12, 2004, date of her death.
Walton Goggins (about his predilection for interior design and house illumination): I think bad lighting and overpriced furniture have become epidemic in America, it took nice lighting to get me to realize how much it affected my mood and who I was as a person. In five years, I'd like to be designing interior spaces and making it affordable for Joe Schmo.
Walton Goggins: My roots are in the South, and that's where my soul is.
Walton Goggins (about winning an Oscar in 2001 for The Accountant, a 35-minute movie his own production company, Ginny Mule Pictures, produced): Our short film kind of led to this incredible experience of winning an Academy Award and going on stage right after Sidney Poitier [who won a lifetime achievement award that year]. It did what we hoped it would and that was provide us a calling card for us as filmmakers and our sense of humor.
Walton Goggins (about his experience as a clogger together with his mother): I was this kid with a lot of emotion who didn't quite understand how to deal with it, and being in front of people expressing it publicly somehow made sense - and felt really good.
Walton Goggins: I was raised by five women. I'm a lover, not a fighter.