I find the needle screw gets loose and my needle falls out. Keep checking that the screw stays tight. Just for chuckles and giggles, put in a new needle, make sure the screw is tight, and the walking foot is attached correctly and give it a try. Never know...If is does not work you have only lost a little time.
What it the make and model of your machine? I do not an have an extra one but maybe someone else does.