In 1905 Walls embarked on a stage career. His first engagement was as member of a seafront Pierrot troupe in Brighton. He played in pantomime in "Aladdin" at Glasgow in the 1905–06 season, under the management of Robert Courtneidge. He performed in a concert party and in musical comedy, touring the British provinces and North America as the Jester in "The Scarlet Mysteries". In 1907 he made his West End debut, playing Ensign Ruffler in "Sir Roger de Coverley" at the Empire, Leicester Square.