The Coming of the Faun relates generally to the symbolist movement in European art of the fin-de-siècle and specifically to the ballet L’Après-midi d’un Faune. The ballet derived from a poem by Stéphane Mallarmé, was set to music by Claude Debussy and was choreographed by Nijinsky. Walker was a devotee of the ballet and her niece, one R.F.W., remembered attending performances of the Ballet Russes at Covent Garden:

"About 1910 and up to the 1914 War we had the Russian Ballet in London. Punctuality was never a great virtue of Ethel’s, but then on those hot sunny afternoons, she always turned up at five at the Covent Garden Avenue. It was a wonderful gallery audience – Epstein – Gordon Craig and other celebrities were habitués. I remember one joy at 'L’après-midi d’un Faune' with Nijinsky and the 'Sacré du Printemps'. Once Ethel had next to her a fat man, an obvious Philistine, who was annoyed at our frantic joy at the “Sacré”. Ethel turned to this man – a perfect stranger – and remarked 'If you are too stupid to understand, why do you come here?' "

The painting resembles a frieze in regard to format—a wide, narrow tableau—and imagery—a flattened line of figures. At the centre of the composition is the eponymous faun. Converging on him from both sides, fourteen nymphs are depicted in a formation that suggests a ritual procession. Cattle are intermingled around and between the figures. Leopards snarl and bare their teeth around the faun. As with all of Walker’s ‘decorations’, she invented her own iconography and used familiar characters, in this case derived from a popular ballet, to play out fantastic dramas of her own invention.

Walker was one of the pre-eminent artists that revived the art of mural painting in early twentieth century Britain. Paintings such as The Coming of the Faun were conceived on a large scale because they were loosely intended to serve as ‘decorations’—panels of attractive imagery that fitted into an architectural setting. In this context, it is possible to explain the painting’s ambiguous subject content: the decorum of wall decoration permits a large degree of uncertainty about iconography because one of its functions is simply to appear visually attractive. In line with this horizon of expectation, many critics of Walker’s generation accepted and praised these grand ‘decorations’ as just that—decorations. In 1937, Mary Chamot wrote of these paintings: ‘As befits decorations, they delight chiefly by the beautiful organization of the picture surface, the rhythmic arrangement of shapes and colours, and the soft sparkle of pigment’. Likewise John Rothenstein in 1952, who wrote: ‘she became absorbed in the contemplation of a golden age of full if gentle light, which she represented in a highly personal fashion.’ Notwithstanding the justice of these remarks, it is significant that Walker’s iconography was not only attractive but also deeply significant and loaded with personal meaning.