We consider the problem of performing a random walk in a distributed network. Given bandwidth constraints, the goal of the problem is to minimize the number of rounds required to obtain a random walk sample. Das Sarma et al. [PODC'10] show that a random walk of length $\ell$ on a network of diameter $D$ can be performed in $\tilde O(\sqrt{\ell D}+D)$ time. A major question left open is whether there exists a faster algorithm, especially whether the multiplication of $\sqrt{\ell}$ and $\sqrt{D}$ is necessary. In this paper, we show a tight unconditional lower bound on the time complexity of distributed random walk computation. Specifically, we show that for any $n$, $D$, and $D\leq \ell \leq (n/(D^3\log n))^{1/4}$, performing a random walk of length $Θ(\ell)$ on an $n$-node network of diameter $D$ requires $Ω(\sqrt{\ell D}+D)$ time. This bound is {\em unconditional}, i.e., it holds for any (possibly randomized) algorithm. To the best of our knowledge, this is the first lower bound that the diameter plays a role of multiplicative factor. Our bound shows that the algorithm of Das Sarma et al. is time optimal. Our proof technique introduces a new connection between {\em bounded-round} communication complexity and distributed algorithm lower bounds with $D$ as a trade-off parameter, strengthening the previous study by Das Sarma et al. [STOC'11]. In particular, we make use of the bounded-round communication complexity of the pointer chasing problem. Our technique can be of independent interest and may be useful in showing non-trivial lower bounds on the complexity of other fundamental distributed computing problems.