Encouraging people to walk as a means of transport throughout their daily lives has obvious benefits for the environment, the economy, and personal health. Specific features of the built environment have a significant influence on encouraging or discouraging walking. By identifying and quantifying these features we can design Walkability Indices (WI). The WI in the literature do not take factors related to comfort such as noise pollution and shade/sun conditions into account. Given the importance of these factors in walking, we decided to include them in our design of a new geographic information system (GIS)-based WI. The relative weight of each factor was determined by consulting experts. The proposed WI, computed for the entire city of Madrid, Spain, uses sections of the sidewalk as the spatial unit. The properties of this WI (based on secondary sources, spatially detailed, dynamic, weighted, and including comfort-related factors) fill a gap in previous WI proposals.