Studies have shown that persistent organic pollutants (POPs) can have various health effects. However, little is known about the effects of multiple chemicals with possible common sources of exposure on walking speed, a proxy index reflecting lower limb neuromuscular function and physical function. We simultaneously applied multiple linear and nonlinear statistical models to explore the complex exposure-response relationship between a mixture of 22 selected POPs and walking speed. A total of 14 polychlorinated biphenyls (PCBs), 3 polychlorinated dibenzo-p-dioxins (PCDDs), and 5 polychlorinated dibenzofurans (PCDFs) were measured in the serum of participants in the National Health and Nutrition Examination Survey (NHANES) from 1999 to 2002. Walking speed was measured during a physical examination. Linear regression (LR), least absolute shrinkage and selection operator (LASSO), and group LASSO were used to evaluate the linearity of mixtures, while restricted cubic spline (RCS) regression, random forest (RF), and Bayesian kernel machine regression (BKMR) models were used to evaluate the nonlinearity of mixtures. Potential confounders were adjusted in the above models. A total of 436 subjects were included in our final analysis. The results of the LR model did not identify any POP exposure that was significantly associated with walking speed. The LASSO results revealed an inverse association of one PCDD congener and two PCDF congeners with walking speed, while the group LASSO analysis identified PCDFs at the exposure level and at the group level. In the RCS analysis, two PCB congeners presented significant overall associations with walking speed. The PCB congener PCB194 showed statistically significant effects on the outcome (P = 0.01) when a permutation-based RF was used. The BKMR analysis suggested that PCBs and PCDFs (probabilities = 0.887 and 0.909, respectively) are potentially associated with walking speed. Complex statistical models, such as RCS regression, RF and BKMR models, can detect the nonlinear and nonadditive relationships between PCBs and walking speed, while LASSO and group LASSO can identify only the linear relationships between PCDFs and walking speed. Fully considering the influence of collinearity in each method during modelling can increase the comprehensiveness and reliability of conclusions in studies of multiple chemicals.