Born in Munich into a family of professional artists (his father was Oswald Adalbert Sickert, a Danish landscape artist), Walter later moved to London in 1868. After first intending to be an actor, he studied at the Slade (1881) for some months, but after meeting JM WHISTLER there, he left to become his pupil and studio assistant, helping with his printmaking.

In the capacity of studio assistant Sickert came with his great friends Phil Whiting and Mortimer MENPES to St Ives in January of 1884. He married first Ellen Cobden in the summer of 1885, but they were divorced in 1899, by which time his association and friendship with Whistler had come to an end.

He married artist Therese Lessore in 1926, and they worked creatively together. His titles from the St Ives visit include Clodgy Point, Cornwall, an oil on panel which is part of the Hunterian Art Gallery Collections in Glasgow. Wilkinson notes that both Oswald and Walter's brother Bernard (also an artist) spent time in St Ives, although any fruits of their labours there are not specifically known. Walter exhibited prolifically in the Paris Salon from 1899, but not with any Cornish reference. A safe comment is that time spent in West Cornwall was only a footnote in his famous artistic and literary career.