Walker set up Max Biamou for the opener and tucked home the second after Callum O'Hare hit the post, all inside the opening 12 minutes.
Leo Ostigard's second-half header sealed the points for Coventry before Daniel Barlaser claimed a late consolation from the penalty spot for the visitors.
The Sky Blues' margin of victory could have been even wider as Frenchman Biamou hit the upright with an acrobatic effort and Walker was also denied a second by a fine Jamal Blackman save.
Victory left Coventry in 19th, six points clear of the bottom three, but 20th-placed Rotherham are just two points above the drop zone after a sixth loss in eight games.
Coventry scored with virtually their first attack after five minutes, Walker's turn and pass sending Biamou clear to coolly slot underneath Blackman.
They doubled their lead in the 12th minute, Walker squeezing the rebound in at the far post after O'Hare pounced on United's failure to clear a free-kick with a shot that hit the upright.
The Millers' response to falling two goals behind so early was initially positive as Michael Ihiekwe and Angus MacDonald both headed over from Joe Mattock set-pieces.
Rotherham almost pulled one back after 24 minutes as nervy Sky Blues keeper Ben Wilson spilled Matt Crooks' cross but Kyle McFadzean scrambled clear with Millers striker Michael Smith lurking.
But only the woodwork and Blackman kept them in it as Coventry twice went close to adding a third before the interval.
Liam Kelly ended an incisive Coventry counter by crossing with the outside of his right foot and, although it was behind Biamou, he improvised with an overhead kick that came back off the post.
Then, three minutes prior to half-time, Biamou's lovely cushioned header sent Walker racing into the area but Blackman spread himself well to thwart the Coventry forward's shot.
Mattock was stretchered off at the interval to add to Rotherham's woes and Coventry almost made it 3-0 just after the hour mark but Walker could only divert Biamou's low cross wide at full stretch.
However, the Sky Blues' killer third goal arrived after 72 minutes as defender Ostigard, on loan from Brighton, met Gustavo Hamer's deep free-kick with a powerful header that took a deflection to fly past Blackman.
Rotherham pulled a goal back in the 85th minute, Barlaser slamming a penalty straight down the middle after Coventry keeper Wilson caught Kyle Vassell, but it could not prevent a fifth successive away defeat.
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