Yes. You lift your bodyweight (even if just a fraction of an inch) with every step you walk. More weight means more to lift with every step, and you will burn more calories.
Fitness Minutes: (7,415)
1,299 10/12/13 5:02 A
I have found similar information to this on other sites, too: "Researchers at the University of Colorado at Boulder confirmed that people burn more calories per mile walking a very leisurely 2 miles per hour than walking a moderate to brisk 3 to 4 miles per hour. Researcher Ray Browning also noted a surprise finding, that obese people have modified their body movement so that they are energy-efficient walkers. While they burn more calories per mile due to moving more weight over that distance, the calories burned per pound of body weight was similar to lean people."
"The message is that by walking more slowly, obese individuals can burn more calories per mile and may reduce the risk of arthritis or joint injury," said Ray Browning.