Difficulty walking is a primary reason that individuals with knee osteoarthritis (OA) seek care. We examined the change in self-reported difficulty walking after participating in the Good Life With Osteoarthritis in Denmark (GLA:D) 8-week education and exercise program and assessed patient factors associated with improvement in difficulty walking. This was a registry-based cohort study of individuals in Denmark with knee OA who enrolled in GLA:D. Assessments were administered at baseline, program completion (~3 months), and 12 months. Our prespecified primary outcome was change in self-reported difficulty walking assessed using the EuroQol 5-dimension 5-level walking item. Exposures included sociodemographic factors, measures of OA illness severity, comorbidities, and psychological factors. In those with baseline moderate/severe difficulty walking, using multivariable regression analysis, we assessed the relationship between exposures of interest and improvement to no/slight difficulty walking. We included 5262 participants. Of 2178 (41.4%) individuals with baseline moderate/severe difficulty walking, 51.4% and 58.3% reported no/slight difficulty walking at 3 and 12 months, respectively. Greater self-efficacy, younger age, female sex, lower BMI, less intense knee pain, and better function at baseline were associated with greater likelihood of improvement in difficulty walking, whereas severe difficulty walking at baseline and back pain intensity were associated with decreased likelihood of improvement. More than half of those with baseline difficulty walking experienced substantial improvement after completing GLA:D and this improvement was maintained at 12 months. Several patient factors were associated with the outcome, suggesting that some individuals may require additional support and extended treatment.