Preheat oven to 350 degrees and butter a large cookie sheet.
In a bowl whisk together flour, cocoa powder, baking powder, and salt.
In another bowl with an electric mixer beat together butter and sugar until light and fluffy; add egg, zest and orange juice and beat until well combined; stir in flour mixture until a soft dough is formed, stir in walnuts.
On a baking sheet with floured hands form dough into 2 (9-inch) long logs and bake in middle of oven until slightly firm to the touch, about 13 minutes. Cool biscotti on baking sheet on a rack for 15 minutes.
On a cutting board with serrated knife cut logs diagonally into 1/2-inch- thick slices; arrange biscotti, cut side down, on baking sheet and bake until crisp, about 15 minutes.
Cool biscotti on rack: biscotti may be made 1 week ahead and kept in airtight containers, or 1 month and frozen.