For Thoreau in Walden, freedom means clearing life of the encumbrances that prevent one from living from one's soul's center. As he puts it:

I went to the woods because I wished to live deliberately, to front only the essential facts of life, and see if I could not learn what it had to teach, and not, when I came to die, discover that I had not lived. I did not wish to live what was not life, living is so dear . . . I wanted to live deep and suck out all the marrow of life, to live so sturdily and Spartan-like as to put to rout all that was not life . . .

Our life is frittered away by detail. An honest man has hardly need to count more than his ten fingers, or in extreme cases he may add his ten toes, and lump the rest. Simplicity, simplicity, simplicity!

Thoreau achieved freedom by simplifying his material needs as much as possible. This freed him from the need to earn a living. He writes at length in Walden about the ways people becomes enslaved by following convention, saddling themselves with debt, or living according to other people's standards and expectations of what they need to have social status. People end up being owned by their possessions instead of owning them. They end up leading what Thoreau called lives of "quiet desperation."

Thoreau tried to have as few material needs as possible, living for two years in a small cabin in the woods, so that his time would be freed to contemplate, study, and write about nature and his own soul. He sought to free himself from the many material items he didn't need so he could understand what he really did need. In Walden, he argues forcefully that freedom comes from simple living and following the dictates of one's own heart and conscience rather than adhering to social expectations.

Thoreau supports freedom of thought, freedom of action, and freedom to live as one sees fit. These topics arise in many, if not all, of his writings. He and his family members participated in the antislavery movement and housed at least one or two runaway slaves temporarily in their home. Thoreau went to jail for one night to prove that he had the freedom to not pay a state tax that was irrelevant to him. He felt free enough to devise his own method of employment and finances:

“I found, that by working about six weeks in a year, I could meet all the expenses of living. The whole of my winters, as well as most of my summers, I had free and clear for study.” (Walden,“Economy,” paragraph 96)

Even though he enjoyed surveying land, he didn’t want to be saddled by owning it. He was concerned that such a tie would taint or interfere with his pure appreciation of it:

“As long as possible live free and uncommitted. It makes but little difference whether you are committed to a farm or the county jail.” (Walden, “Where I Lived, and What I Lived For,” paragraph 5)

After Ellen Sewell turned down marriage proposals by both Henry Thoreau and his brother John, Henry never pursued another close personal relationship. “All nature is my bride,” he wrote in his journal on April 23, 1857. He had enough self-imposed projects to occupy himself with in his advanced studies of the natural world. The freedom he created in his life allowed for it all.