Walnut Grove is a city in Redwood County, Minnesota, United States. The population was 871 at the 2010 census. Another name formerly asso…Walnut Grove is a city in Redwood County, Minnesota, United States. The population was 871 at the 2010 census. Another name formerly associated with the area is Walnut Station. In 1862 a massacre occurred at Lake Shetek that became known as Slaughter Slough. One of the survivors, Henry W. Smith, escaped and made his way to Walnut Grove to warn the village. A John Renniker was killed Northeast of Walnut Grove and is included with those that died at the slough.
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