An 88th minute winner from Ryan McIlmoyle condemned United to their 11th defeat in their last 12 meetings with the Tyrone outfit at a snowy Stangmore Park.
McIlmoyle had given Dungannon a fifth minute lead but Mark Surgenor's 83rd minute equaliser looked to have rescued a point for Ballymena after a spirited second half display.
Ballymena fans carried out their boycott of the match in protest at Dungannon's role in the recent racism row which saw Ballymena fined 1,250 by the IFA, instead attending the reserve team match between the two sides at the Showgrounds.
It was almost like the equivalent of an away match in Europe in years gone by, as supporters back at home awaited news from the match!
"What do we have to do to get a result at Dungannon?" mused Walker afterwards.
"In the second half my neck was sore from watching because I was only watching one way – the play was only in one half.
There was only one team looked like they were going to win it. We completely dominated the second half and got mugged at the end.
"I can't complain about the players' performance at all," added Walker.
Ballymena fell behind early on when McIlmoyle fired home from the edge of the box.
Despite United's second half dominance, it took until seven minutes from time to level when Michael Smith's long clearance was flicked on by Kevin Kelbie and Surgenor beat the offside trap to race clear and shoot between the legs of keeper Alvin Rouse - the goal bringing rapturous cheers when news was relayed back to the Showgrounds.
But disaster struck with two minutes to go when McIlmoyle was given space inside the area to fire past Nelson.
United's misery was compounded in stoppage time when Gavin Taggart was sent off for a second booking - the EIGHTH United player to be sent off in a turbulent season.
United: Nelson, M Smith, Colligan, Haveron, Albert Watson (sub Stewart 24), Taggart, Muir, Surgenor, A Smith (sub Cushley 71), Kelbie, Lockhart (sub Anderson 17). Subs (not used): McConnell, Aidan Watson.