The song was cited by then-member Alan Wilder to be his favorite song from the album.
"Walking in My Shoes" failed to enter list of the UK top ten and the American top 40, nevertheless the song became a top ten hit in some countries of Continental Europe, and became a recurring song during the live performances of the band since 1993.
The song was released on 26 April 1993 as the second single from their eighth studio album, Songs of Faith and Devotion (1993).
The 7" version of "Walking in My Shoes" is not the same as the one in the Songs of Faith and Devotion album. The sound has been made more noisy and dirty, especially the drums in the verse, and the intro has been shortened.
The song reached number 14 on the UK Singles Chart and matched the success of the previous single "I Feel You" on the Modern Rock Tracks chart, where it reached 1.