One way to step up the difficulty of your walk in order to burn more calories is to increase the incline. By walking uphill, you force your body to work harder, recruiting more muscles around the hips and legs. Find a hill in your neighborhood, park, or city, and walk it all the way up to the top. Come back down, and repeat for a few more rounds.
Think of it this way—you're spending the same amount of time walking on a flat surface as you will when jaunting up an incline. You will benefit much more by doing the latter, so why not?Besides increasing the incline and going up hills, another way to burn more calories and fat when walking is to increase the speed. If you're used to walking at a leisurely pace, you can do some power walking instead.
On your next walk, challenge yourself to go a bit faster. You can time how long it usually takes to walk your regular route, then try to beat that time. If you're just getting started and building up your stamina, you can perform intervals by alternating between periods of short, brisk walks and your regular pace. One little tip is to have a motiving playlist ready for your jaunt, a quick beat can be pretty invigorating.