Wall played college basketball at the University of Kentucky. While there, he won the SEC Player of the Year, the Adolph Rupp Trophy, and the SEC Tournament MVP all in 2010.
He was chosen first overall in the 2010 NBA Draft by the Washington Wizards. Wall was named to the NBA All Rookie First Team and was the Rookie Challenge MVP in 2011. He was also named a NBA Rising Star in 2012.