One-stage synthesis technology for preparing carbon adsorbents with tailored porosity from agricultural waste is worthwhile due to their extensive application value. Thermal gravimetric analysis, low-temperature N2 adsorption, X-ray diffraction (XRD), small-angle X-ray scattering (SAXS), and Raman spectroscopy were used to record the structure transformations of carbon materials, namely pore development, proceeding in the course of the step-wise pyrolysis of renewable and low-cost raw materials such as walnut shells (WNSs), which was carried out within a temperature range of 240–950 °C in a CO2 flow. The minimum threshold carbonization temperature for preparing nanoporous carbon materials from WNSs, determined by the examination of the N2 adsorption data, was 500 °C. The maximum specific micropore volume and BET surface achieved in the process without holding a material at a specified temperature were only 0.19 cm3/g and 440 m2/g, respectively. The pyrolysis at 400–600 °C produced amorphous sp2 carbon. At a temperature as high as 750 °C, an increase in the X-ray reflection intensity indicated the ordering of graphite-like crystallites. At high burn-off degrees, the size of coherently scattering domains becomes smaller, and an increased background in X-ray patterns indicates the destruction of cellulose nanofibrils, the disordering of graphene stacks, and an increase in the amount of disordered carbon. At this stage, pores develop in the crystallites. They are tentatively assigned to crystallites with sizes of 15–20 nm and to micropores. According to the Raman spectra combined with the XRD and SAXS data, the structure of all the pyrolysis products is influenced by the complex structure of the walnut shell precursor, which comprises cellulose nanofibrils embedded in lignin. This structure was preserved in the initial stage of pyrolysis, and the graphitization of cellulose fibrils and lignin proceeds at different rates. Most of the pores accessible for gas molecules in the resulting carbon materials are associated with former cellulose fibrils.