An avid supporter of Liverpool Football Club, geographer Doreen Massey was known to sing the club's anthem, 'You'll Never Walk Alone', on her hikes in the Lake District. In this article, we propose to take the song title quite literally - as a definitive statement rather than a promise - because, for us, walking is never a solitary activity, it always happens together with others. We revisit Massey's essay 'A Global Sense of Place' and recreate her walk on Kilburn High Road, London, to reflect on the inherent relationality of walking. Acknowledging that Massey's walk can be read both as situated in time (a specific week in 1991) and a composite of many walks helps us to demystify the aura of genius revelation that is still commonly associated with urban walking. Instead, we approach the practice of walking mindful of the countless factors that inform what we (do not) see and hear. We argue that engaged walking - that is walking that seeks to overcome the many shortcomings of this key urban research method and acknowledges what remains hidden from the walker's immediate view, while centring the politics of the street - can reveal much about the power structures that (re)shape our cities.