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With the development of urbanization in China, obesity is becoming a serious problem, and the relationship between walking environments and obesity has attracted considerable interest. Using data from questionnaires (n = 418) gathered in 2017 from eight neighbourhoods in Guangzhou, China, a typical high‐density city, this study developed an Ordered Logit Model (OLM) to explore the effects of walking environments on the likelihood of residents becoming overweight or obese. The results demonstrate that body mass index (BMI) of individuals living in central urban areas is higher than those of suburban residents. After controlling for the effects of socio‐economic factors, it was found that the impact of walking environments at the scale of 1‐km buffer on individual BMI is the most significant. Variables of walkability, road network density, bus stop density, metro stop density, green coverage rate, and distance to the park have negative effects on BMI. Based on these findings, it is suggested that planning interventions should focus more on the areas through which residents walk in their daily travel routines. The selection of neighbourhoods surveyed and the sample size limit this study, but the conclusions do provide a scientific basis for the construction of neighbourhoods that encourage walking and decrease the probability of becoming overweight or obese. Key Messages: This study developed an Ordered Logit Model to explore the effects of walking environments on the likelihood of residents becoming overweight or obese at three spatial scales.The impact of walking environments at the scale of 1‐km buffer on individual BMI is the most significant.Urban planners should pay more attention to improving neighbourhood walking environments. [ABSTRACT FROM AUTHOR]