Kimberley decided to audition for a West End production of Les Misérables. Kimberley trained in both London and New York City.

Walsh met with a vocal coach in London, notorious for being difficult. She had less than a week to practice her audition. The producers of the show cast her as a whore in the song "Lovely Ladies", and she would also perform an encore of "On My Own" in character. Walsh then went to New York City to practice with a Broadway vocal coach, as well as a coach who helps her act through facial expressions and body language. Kimberley returns to London for the show. She participates in a dress rehearsal with the rest of the cast, and must perform "On My Own" in front of them. On the night of the show, her family, Steven Ansell, and Cheryl Cole came to watch her perform. Walsh stated in an interview with Metro that the experience was hard because "the range for musicals is huge and you have to sing everything clearly. I haven’t used my upper register for years