Titled Long Road Ahead, the latest episode released for the PS3 in North America on August 28. XBLA and PC releases followed on August 29.
The PSN version of Episode Two - Starved for Help experienced a similar delay, releasing in Europe one week after the North American launch.
Long Road Ahead sees tensions rise among the group of survivors as they leave Macon.
Episode One of The Walking Dead sold more than one million copies within two weeks on sale.
The video game spinoff of the popular comic book and TV series features a brand new character named Lee Everett, a convicted murderer with a chance of redemption in the aftermath of the zombie outbreak.
> 'Walking Dead' to feature 'major deaths every season', says creator
Players will meet familiar characters such as Glenn, as well as new ones who can live or die in a branching story based on the choices made in each episode.
The third season of the AMC TV show is due to premiere on October 14. New characters include the Governor, played by David Morrissey, and Michonne, played by Danai Gurira.
Watch the trailer for The Walking Dead: Episode One below: