A pair of free throws by Nelson trimmed it to 98-94 with 1:13 to play, but he left the game on the ensuing Charlotte possession following a collision near midcourt.
Afflalo was called for a technical foul for making a demonstrative gesture after a no-call by a referee. Walker knocked down the resulting free throw, and two more to make it 101-94.
Afflalo redeemed himself with a three-point play to close within four, but Charlotte made enough free throws the rest of the way to hang on.
"It was more about our effort," Magic center Nikola Vucevic said. "We didn't play hard enough tonight. They came out real aggressive. They really wanted to win this game."
Henderson scored nine of Charlotte's first 11 points and finished the first half with 17 as the Bobcats took a 57-45 lead into the locker room.
Henderson and Walker combined for 33 points in the opening 24 minutes, pacing a Charlotte team that shot 59 percent (23 for 39). It was the best an opponent has shot against Orlando in any half this season.
The Magic didn't have many crisp half-court sets and got only 11 minutes out of Glen Davis before he went to the bench with three fouls.
Walker's scoring effort Friday was his first 20-point effort since the Bobcats' last victory. Dunlap said he hopes it will help him continue to play with the freedom in the open court.
Walker said that faith and encouragement by the coaching staff is vital for his success.
"It's all about confidence," he said. "If your coach has confidence in you, that's all you need. My teammates have confidence in me also. It's just really easy to play with these guys."
Notes: Charlotte earned its first road win since Jan. 6, improving to 5-14 on the season. ... Vucevic finished with 11 points and nine rebounds, ending his string of eight straight double-doubles.
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