Different from sculling forward of water striders with their hairy water-repellent legs, water spiders walked very quickly on water surfaces. By using a shadow method, the walking of water spiders had been studied. The three-dimensional trajectories and the supporting forces of water spider legs during walking forward were achieved. Results showed that the leg movement could be divided into three phases: slap, stroke, and retrieve. Employing an effective strategy to improving walking efficiency, the sculling legs supported most of its body weight while other legs were lifted to reduce the lateral water resistance, which was similar to the strategy of water striders. These findings could help guiding the design of water walking robots with high efficiency.