The high-quality development of the Yangtze River Economic Belt (YREB) plays a crucial role in economic transformation in China. Climate change, rapid population growth, and increased urbanization have contributed towards increased pressures on the water, energy, food (WEF) nexus system of YREB. Thus, there is an imperative need to improve the efficiency of WEF in YREB. However, few studies have conducted spatial-temporal heterogeneity exploration of YREB about the input-output efficiency of WEF (IOE-WEF). Using panel data from 2008–2017, a super slack based model (SSBM), combined with the spatial autocorrelation and spatial econometric method, were proposed to calculate the IOE-WEF of YREB’s 11 provinces, the results indicated that: (1) From the perspective of time, the IOE-WEF in YREB was relatively low and displayed a fluctuating downward pattern while considering the undesirable outputs. (2) From the perspective of space, the spatial distribution of IOE-WEF in YREB was uneven. The efficiency values of the three sub-regions of YREB were “the lower reaches > the middle reaches > the upper reaches”. The IOE-WEF of YREB had a prominent positive spatial correlation and also had a spatial spillover effect. (3) The spatial aggregation effect of IOE-WEF of YREB is gradually weakening. The spatial aggregation types of IOE-WEF in YREB were “high-high” cluster areas in lower reaches and “low-low” cluster areas in upper reaches. (4) From the perspective of driving forces, environmental regulation and technological innovation promoted the improvement of IOE-WEF of YREB, while the industrial structure and mechanization level inhibited the improvement of IOE-WEF of YREB. Furthermore, the role of government support of IOE-WEF of YREB was not obvious. The improvement of IOE-WEF in adjacent regions also had a notable positive spatial spillover effect on the region.