We study a continuous-time quantum walk of interacting fermions on a cycle graph. By finding analytical solutions and simulating the dynamics of two fermions we observe a diverse structure of entangled states of indistinguishable fermions. The relation between entanglement of distinguishable qutrits and indistinguishable electrons is observed. Restrictions imposed by the symmetry of a cycle graph are derived. A possible realization of a quantum walk in an array of semiconductor quantum dots is discussed.