Gather the ingredients. Preheat the oven to 350 degrees F (175 degrees C).
Spread walnuts onto a baking sheet in a single layer.
Bake in the preheated oven until fragrant and walnuts begin to turn brown, 8 to 10 minutes.
Meanwhile, combine sugar, milk, cinnamon, and salt in a medium saucepan over medium-high heat; attach a candy thermometer to the saucepan and bring mixture to a boil.
Cook, without stirring, until mixture reaches 240 degrees F (115 degrees C), about 8 minutes.
A small amount of syrup dropped into cold water should form a soft ball that flattens when removed from the water and placed onto a flat surface.
Remove from heat; immediately stir in vanilla extract.
Stir walnuts into sugar mixture until well coated.
Transfer walnuts to a piece of waxed paper; use a fork to break up any clumps.
Cool to room temperature.
