"Walking in My Shoes" is Depeche Mode's twenty-eighth UK single, released on 26 April 1993, and the second single for the album Songs of Faith and Devotion. The song reached number 14 on the UK singles chart and matched the success of the previous single "I Feel You" on the Modern Rock Tracks chart, where it hit reached 1.

The 7" version of "Walking in My Shoes" is not the same as the one in the Songs of Faith and Devotion album. The sound has been made more noisy and dirty, especially the drums in the verse, and the intro has been shortened. When performed live, elements of the "Grungy Gonads" mix are used in an extended intro and throughout the song.

The B-side is "My Joy", the only exclusive B-Side from the Songs of Faith and Devotion album, and is a rock track in the vein of "I Feel You" and "Halo".

The song was cited by then-member Alan Wilder to be his favourite song from the album together with In Your Room.

The music video for "Walking in My Shoes" was directed by Anton Corbijn and is based on Dante's Divine Comedy. At the beginning of the second verse, there's a shot of Martin Gore, Andy Fletcher, and Alan Wilder with naked women on their laps. This was removed in the MTV version in the US and replaced with footage of the three members standing still, alone, from earlier in the video. The uncut version is on The Videos 86-98, Devotional, The Best Of, Volume 1 and Video Singles Collection DVDs.

The single was released on 26 April 1993 in the UK and on 27 April of the same year in the United States; Walking in My Shoes failed to enter list of the UK top ten and the American top 40, nevertheless the song became a top ten hit in some countries of Continental Europe, and became a recurring song during the live performances of the band since 1993. The song peaked number 14 on the UK singles chart and number 69 on the US Billboard Hot 100, however, it peaked number one on the Billboard Modern Rock Track chart.

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