Residential environments are associated with people's walking behavior. Transit-related, non-transit-related, and recreational walking may be differently associated with residential environments on weekdays and weekends, but empirical evidence is scarce. We therefore examined 1) to which extent these types of walking correlated with natural and built environmental characteristics of residential neighborhoods, 2) how these correlations differ for walking on weekdays and weekends, and 3) what substitution and complementarity effects between different types of walking exist. Our sample comprised 92,298 people aged ≥18 years from the pooled Dutch National Travel Survey 2010–2014. Multivariate Tobit regression models were used to assess the associations between the natural and built environment and the three types of walking (in average minutes per day). Our models accounted for cross-correlations between the walking types. Our results showed that denser residential areas encouraged both longer transit-related and non-transit-related transport walking on weekdays and weekends, whereas lower density neighborhoods were positively associated with recreational walking on weekdays. Shorter distances to public transport were only significantly associated with transit-related transport walking on weekdays. Shorter distances to daily facilities were positively associated with non-transit-related transport on weekdays. No significant associations between built environment and recreational walking were found on weekends. Additionally, some compensation effects between different types of walking seem to be at play: during weekends, recreational walking was inversely correlated with transit-related transport walking. Residential environments seem to affect walking types in a different way, suggesting that one size fits all policies might be less effective. Intervention strategies should be tailored for each walking type separately.