The company tracked the white Spar lorry using a GPS system, police said.
When officers found it, the curtains in the cab were drawn and it was unlocked. They tried to resuscitate Stacey, but were unable to do so.
After searching the area, they found the stepfather hanged from a tree.
Sources said there were no other physical injuries to the girl and that Mr Walker had been in a long-term relationship with the Stacey's mother.
They added that one of the lines of inquiry was whether Mr Walker had sexually abused the girl.
He was not known to Northamptonshire Police, but detectives are checking whether he was known to other forces.
It is understood that his lorry was used to carry fresh goods.
Police said the pair began their journey about 3am on Friday and were seen in Peterborough later that afternoon.
But when the lorry failed to return, the HGV company contacted police.
Police said they believe the lorry was parked some time late on Friday.
Det Ch Insp Kirk added: "We believe it's all taken place in the vicinity of that lay-by, and that's our main crime scene.
"The man is part of the family set up and they have a close relationship as stepfather and child. The mother was comfortable with the child being with the male, and there were no issues or concerns raised within the family.
"Our investigation is to try and find out what led to this tragic event taking place."
The lorry has now been removed from the Jet filling station on the A605, which is close to Warmington, on the border of Northamptonshire and Cambridgeshire.
Witnesses said the lorry had been parked in a road adjacent to the filling station.