Walker, who hit all five of his 3-point attempts, finished with 19 points.
Connor Hill scored 20 points to lead Idaho (1-3) and Kyle Barone added 16, but no other Vandal was in double figures.
Alex Kirk contributed 11 points, nine rebounds and three blocked shots for the Lobos (5-0).
New Mexico trailed 47-41 after Barone hit one of his six 3-pointers five minutes into the second half.
But Chad Adams responded with a baseline drive, followed by Walker’s streak that included two 3-pointers to spark the Lobos.