Walnut Grove is a town in Leake County, Mississippi, United States. The population was 510 at the 2020 census, a sharp decrease from 1,911 at the 2010 census, due to the Walnut Grove Youth Correctional Facility being closed by the state in September 2016 because of repeated problems at the troubled facility. It had been privately owned and operated since 2001 under a contract with the state Department of Corrections. By 2011 it was the largest juvenile facility in the nation. Golden Memorial State Park is located east of the town.