An approximate quantum state preparation method is introduced, called the Walsh series loader (WSL). The WSL approximates quantum states defined by real-value functions of single real variables with a depth independent of the number of qubits. Two approaches are presented. The first one approximates the target quantum state by a Walsh series truncated at , where is the precision of the approximation in terms of infidelity. The circuit depth is also , the size is , and only one ancilla qubit is needed. The second method accurately represents quantum states with sparse Walsh series. The WSL loads -sparse Walsh series into qubits with a depth doubly sparse in and , the maximum number of bits with value 1 in the binary decomposition of the Walsh function indices. The associated quantum circuit approximates the sparse Walsh series up to an error with a depth , a size , and one ancilla qubit. In both cases, the protocol is a repeat-until-success procedure with a probability of success , giving an averaged total time of for the WSL and for the sparse WSL. Amplitude amplification can be used to reach a probability of success , modifying the quantum circuit size to and and the depth to and , respectively. Amplitude amplification reduces by a factor the total time dependence on but increases the size and depth of the associated quantum circuits, making them linearly dependent on . These protocols give overall efficient algorithms with no exponential scaling in any parameter. They can be generalized to any complex-value, multivariate, almost-everywhere-differentiable function. The repeat-until-success Walsh series loader is so far the only method that prepares a quantum state with a circuit depth and an averaged total time independent of the number of qubits.