The 22-year-old kept 19 clean sheets in 31 league games for the Latics last season as they won League One.
"This was a move we obviously prioritised in our recruitment," Wigan boss Paul Cook told the club's website.
"The move makes great sense for Christian's development too as he can tackle the Championship in a club where he knows the environment already."
As part of the deal, Premier League club Brighton have an option to recall Walton in January 2019.
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