Walden's original location was the McMynn Building on 7th Street in downtown Racine. This school, named in honor of John G. McMynn, was originally built in 1903 to serve grammar school students in the city's second ward. After being used as an annex to Racine High School in the 1910s, the school board sold it and it then served a variety of purposes, including a ration board office during World War II and as part of the Racine Technical Institute. The building returned to the school district in 1972, when it was purchased to house Walden. In 1975, it was demolished, and on its site McMynn Towers, an apartment complex for senior citizens, now stands.