Previous in vitro studies have shown that walnut extract can inhibit amyloid-β (Aβ) fibrillization, can solubilize its fibrils, and has a protective effect against Aβ-induced oxidative stress and cellular death. In this study, we analyzed the effect of dietary supplementation with walnuts on learning skills, memory, anxiety, locomotor activity, and motor coordination in the Tg2576 transgenic (tg) mouse model of Alzheimer's disease (AD-tg). From the age of 4 months, the experimental groups of AD-tg mice were fed custom-mixed diets containing 6% walnuts (T6) or 9% walnuts (T9), i.e., equivalent to 1 or 1.5 oz, respectively, of walnuts per day in humans. The control groups, i.e., AD-tg and wild-type mice, were fed a diet without walnuts (T0, Wt). These experimental and control mice were examined at the ages of 13–14 months by Morris water maze (for spatial memory and learning ability), T maze (for position discrimination learning ability), rotarod (for psychomotor coordination), and elevated plus maze (for anxiety-related behavior). AD-tg mice on the control diet (T0) showed memory deficit, anxiety-related behavior, and severe impairment in spatial learning ability, position discrimination learning ability, and motor coordination compared to the Wt mice on the same diet. The AD-tg mice receiving the diets with 6% or 9% walnuts (T6 and T9) showed a significant improvement in memory, learning ability, anxiety, and motor development compared to the AD-tg mice on the control diet (T0). There was no statistically significant difference in behavioral performance between the T6/T9 mice on walnuts-enriched diets and the Wt group on the control diet. These findings suggest that dietary supplementation with walnuts may have a beneficial effect in reducing the risk, delaying the onset, or slowing the progression of, or preventing AD.