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Most gaze tracking techniques estimate gaze points on screens, on scene images, or in confined spaces. Tracking of gaze in open-world coordinates, especially in walking situations, has rarely been addressed. We use a head-mounted eye tracker combined with two inertial measurement units (IMU) to track gaze orientation relative to the heading direction in outdoor walking. Head movements relative to the body are measured by the difference in output between the IMUs on the head and body trunk. The use of the IMU pair reduces the impact of environmental interference on each sensor. The system was tested in busy urban areas and allowed drift compensation for long (up to 18 min) gaze recording. Comparison with ground truth revealed an average error of 3.3° while walking straight segments. The range of gaze scanning in walking is frequently larger than the estimation error by about one order of magnitude. Our proposed method was also tested with real cases of natural walking and it was found to be suitable for the evaluation of gaze behaviors in outdoor environments.