The water- food- energy nexus (WFE) plays a key role in achieving sustainable development. In this study, we systematically analyzed the concept of the WFE nexus and review its recent progress. We found that the academic communities have not reached a unanimous understanding of the concept of the WFE nexus and research framework. The evaluation methodology of the WFE nexus presents a transition from the traditional sectoral research paradigm to the human-environment system paradigm that considers the intersection of natural science and social science. These methods can also be grouped into three categories:an evaluation based on a critical process, an evaluation based on the whole system, and a comprehensive evaluation that involves coupling the internal and external elements of the WFE nexus. A bibliometric analysis shows that the number of research papers concerning the WFE nexus increased exponentially during 2000 to 2019, and the increase was particularly significant after 2015. Environmental science, food science, and nutrition science are the three main disciplines in WFE nexus research. More important, we need to strengthen the application of geography thinking, that is, comprehensive and systematic thinking, to study the WFE nexus in the future. Based on the literature review, we found that existing research lacked a quantitative understanding of the mutual feedback among the WFE nexus and its evolution.Therefore, we suggest the following five priority areas for future research: establishing a multi-source database of the WFE nexus, revealing the mutual feedback mechanism of the WFE nexus, developing a coupling model of the WFE nexus, establishing a decision- making platform for the WFE nexus, and promoting the collaboration of multiple sectors related to the WFE nexus. This will help to achieve a synergetic sustainable development of the WFE nexus through system governance and scientific management.