Preheat oven to 350 degrees F. and butter a large baking 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 combined will. Stir in flour mixture until a stiff dough is formed. Stir in walnuts.
On 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. In a cutting board with a serrated knife cut logs diagonally into 1/2-inch-thick slices. Arrange biscotti, a 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 ahead and frozen.