Considering the interdependencies between water and electricity use is critical for ensuring conservation measures are successful in lowering the net water and electricity use in a city. This water-electricity demand nexus will become even more important as cities continue to grow, causing water and electricity utilities additional stress, especially given the likely impacts of future global climatic and socioeconomic changes. Here, we propose a modeling framework based in statistical learning theory for predicting the climate-sensitive portion of the coupled water-electricity demand nexus. The predictive models were built and tested on six Midwestern cities. The results showed that water use was better predicted than electricity use, indicating that water use is slightly more sensitive to climate than electricity use. Additionally, the results demonstrated the importance of the variability in the El Niño/Southern Oscillation index, which explained the majority of the covariance in the water-electricity nexus. Our modeling results suggest that stronger El Niños lead to an overall increase in water and electricity use in these cities. The integrated modeling framework presented here can be used to characterize the climate-related sensitivity of the water-electricity demand nexus, accounting for the coupled water and electricity use rather than modeling them separately, as independent variables.