We investigate continuous-time quantum walks of two indistinguishable particles (bosons, fermions or hard-core bosons) in one-dimensional lattices with nearest-neighbour interactions. The two interacting particles can undergo independent- and/or co-walking dependent on both quantum statistics and interaction strength. We find that two strongly interacting particles may form a bound state and then co-walk like a single composite particle with statistics-dependent propagation speed. Such an effective single-particle picture of co-walking is analytically derived in the context of degenerate perturbation and the analytical results are well consistent with direct numerical simulation. In addition to implementing universal quantum computation and observing bound states, two-particle quantum walks offer a novel route to detecting quantum statistics. Our theoretical results can be examined in experiments of light propagations in two-dimensional waveguide arrays or spin-impurity dynamics of ultracold atoms in one-dimensional optical lattices.