Walder is known as "Black Walder" for his temper and demeanor. He is a bastard son of his namesake Lord Walder Frey, Lord of the Crossing and head of House Frey.
Black Walder and Lothar Frey are sent to Riverrun by Lord Walder Frey to negotiate with Robb Stark the terms for the Frey's re-entry into the Northern army. Black Walder bluntly demands that Harrenhal and all its attended lands to be inherited by House Frey for Robb Stark's "betrayal" in breaking his oath. Black Walder further demands that Edmure Tully be engaged to one of Lord Walder Freys's daughters, with the pair to be married within the fortnight due to the fact that Lord Walder had become wary of long engagements after his recent experience with Robb Stark. Before taking their leave, the pair demanded a response to their terms before they departed for the Twins the following morning
During the aftermath of the Red Wedding, Catelyn Stark murders Walder Frey's wife by cutting her throat in grief of Robb's death after Roose Bolton stabs him through the heart with a dagger. Catelyn lets out a wail of tears and remains silent for a moment, before Black Walder steps behind her and cuts her throat and walks away as the blood spews out of her.
Black Walder and Lothar inform Lord Walder of the capture of Riverrun by Ser Brynden Tully. Walder berates them for allowing him to escape in the first place, and demands they take back Riverrun. They argue that, since House Mallister and House Blackwood are supporting Brynden, and Riverrun is built to withstand sieges, retaking the castle would be impossible. Walder tells his bastard to take Riverrun by showing Brynden the knife he used to cut Catelyn's throat, and by using the captive Edmure as a bartering piece.
Black Walder and Lothar siege Riverrun as commanded, but do a poor job of it. They do not fortify their boundaries, allow the Lannister army to enter unnoticed, and do not even dig trenches. To try and force Brynden to surrender, Walder stands on a scaffold with Edmure and threatens to hang him. When this fails, he threatens to cut his throat as he did to Catelyn. Brynden calls his bluff, knowing that Edmure is too valuable to kill, and the siege continues. Ser Jaime Lannister arrives to take over from the Freys, but is immediately insulted by Walder. Jaime contemptfully calls Walder a fool for making threats he wasn't prepared to carry out and orders him to be silent. When Rivers keeps talking, Jaime hits him, and Walder begrudgingly follows his and Bronn's orders, although he is clearly unhappy.
Black Walder is later seen at The Twins, where the Lannisters and the Freys celebrate their successful siege of Riverrun. He is later killed by Arya Stark, who minces his flesh and bakes him into a pie together with his brother, Lothar. She then serves the pie to their father, who eats at least one helping before Arya brings another and reveals what she had done, commenting that they were not easy to carve, especially Black Walder. Arya then reveals her identity to Lord Walder and slits his throat as Black Walder once did to her mother.
Lothar and Black Walder's remaining male family members are poisoned by Arya, who hosts a banquet using the face of their father.
When asked by Hot Pie if she has made any pies recently, Arya repsonds with "a few", referring to the deaths of Lothar and Black Walder.
A bastard son of Walder Frey, Black Walder is so known because of his dark temper. He accompanied his brother Lothar to Riverrun where they met with Robb Stark to negotiate the marriage of Edmure Tully totheir sister Roslin. On the night of the wedding, Black Walder slit Catelyn Stark's throat. Arya Stark, using skills learned from her time in Braavos, killed him and served him in pie to his father, Walder Frey.