Sun protective behaviors and physical activity have the potential to reduce cancer risk. Walking is the most common type of physical activity in the United States, but it is unclear whether sun protective behaviors differ by categories of walking, such as leisure versus transportation walking. We examined whether sun protective behaviors varied by category or duration of walking in the 2015 National Health Interview Survey (N = 26,632), age ≥ 18 years. We used logistic regression to estimate sunscreen use, sun avoidance, and sun protective clothing use by four categories of walking (no reported walking, transportation only, leisure only, or walking for both) and separately for walking duration for the general population and sun-sensitive individuals. Prevalence of sunscreen use varied across walking categories and the odds of use were higher with longer walking duration for transportation and leisure compared to those who reported no walking. Sun avoidance varied across walking categories and the odds of avoidance were lower with longer duration leisure but not transportation walking. Sun protective clothing varied across walking categories and the odds of use were higher for longer duration transportation, but not leisure walking. Data on the concurrence of walking and sun protection is needed to further understand the relationship between these health behaviors. By examining leisure and transportation walking, we found variations in sun protective behaviors that may provide important insight into strategies to increase sun protection while promoting physical activity.