Walnut Grove is a town in Leake County, Mississippi. The population was 1,911 at the 2010 census. Under the leadership of eight-term mayor, William Grady Smith, one of the longest-serving mayors in the state, the town had dramatically increased its population and revenues by annexing the Walnut Grove Youth Correctional Facility, privately owned and operated under contract to the state. By 2011 this was the largest juvenile facility in the nation. The troubled facility was closed in 2016.Golden Memorial State Park is located east of the town.