Thin films of orthorhombic TbMnO3, as well as other orthorhombic manganites, epitaxially grown on cubic SrTiO3 substrates display an induced magnetic moment that is absent in the bulk (antiferromagnetic) counterpart. Here we show that there is a clear correlation between the domain microstructure and the induced magnetic moment in TbMnO3 films on SrTiO3. In addition, the distinct dependence of the magnetization with the film thickness is not consistent with domain magnetism and indicates that the domain walls, rather than the domains, are the origin of the net magnetic moment. Since the orientation of the domain walls can be designed by the film-substrate relationship and its density can be tuned with the film thickness, these results represent a significant step forward towards the design of devices based on domain wall functionality.