The Northern Irishman began his career with hometown club Derry City before moving to Ashton Gate in August 2017. He enjoyed a loan spell with Barrow and played six League One matches on loan at Rochdale before arriving in WS1 at the start of last season.
Following a slow start to the season Holden went on to prove his worth, making thirty-six appearances during the curtailed 2019/20 campaign, both giving him plenty of confidence whilst also alerting other clubs' scouts to his ability in the process.
When asked where his future lies the twenty-two year-old admitted he was currently unsure and, whilst he would welcome a return to Walsall, expecting a few more clubs to be interested in his signature after his successful spell in the Black Country.
Speaking to the Express & Star's Walsall correspondent Liam Keen, Rory said; "I’m not too sure to be honest, with the whole situation at the minute, but once I get back to Bristol I’ll speak to people at the club and my agent and see what the plans are.
"I need to see what is best for me and the club. Maybe there will be a bit more attention this year but I’ll still be thinking about Walsall and maybe it will be a possibility that I do come back next season.
"I would openly come back to Walsall, I really enjoyed my time there so I just have to wait and see what happens next season."
Walsall manager Darrell Clarke recently admitted he would be open to re-signing some of last season's loan stars and Holden, who admitted he took a little time to get going, believes he has a good relationship with the Mansfield-born boss.
Rory continued; "Personally, I think I ended the season well, but obviously I had a bit of a slow start with my performances.
"Darrell Clarke and the fans had to be patient with me but then come the New Year the team performances and my performances picked up. It’s a shame that it ended the way it did but at least on a personal note it ended on a positive note.
"I’m only 22, I’m not overly young but I’m still not too experienced. It was my first time on-loan for a full season and the first time I’ve played 30-plus games, so I am growing, taking it game by game and getting experience every time I step on the pitch.
"It was a relief when it started to come together, nobody wants to go until February to get their first goal for their new club. It was just a matter of time for me."
Holden, who was part of the Walsall squad which travelled to Poland for a pre-season training camp, was the target of plenty of criticism at the beginning of his loan spell, with the Northern Irishman admitting it was initially difficult to overcome.
Rory added; "The criticism was tough at the time because I was never used to it. It was my first time playing a full season and I’ve never had criticism from fans as such because I’ve only really played youth football.
"The boys at the club and the gaffer helped me massively. It’s a side of the gaffer that you don’t really get to see, he would speak to me on a daily basis and see how I was.
"He would tell me not to get affected by the criticism because he had faith in me, which I hope I repaid. I learned a lot, I never realised how physical men’s football was.
"I learned a lot off the pitch as well, moving away from Bristol and my mates and living by myself and then having to go in with new team-mates and a lot of them being men. It was hard at the start but I got used to it and everybody welcomed me in."