Although I'd totally agree with warbonnet normally, with the relocation to the new temporary Denver station, it probably will be a bit more of a walk. I remember there was a budget city lot about 5 - 10 minutes from the station, so that went well and they did pick us up when we arrived. However, if you drop in off hours (Sunday in particular they're closed) walking could be a bit more of a workout. I'd think you could call a taxi downtown, though, and it'd be manageable.
Maybe with all the alignment of transportation services at the new station, some rental car service will move to Denver Union Station in the future? One can only hope.