Water, food, and energy are three of the most important resources for long-term survival and development. The term “nexus” is used to underline the need of controlling these primary components collectively rather than separately because they are interconnected and linked. With the purpose of better understanding nexus thinking and showcasing nexus analysis approaches and tools, this study explores the current state of the approach to the water–energy–food relationship, which has gotten a lot of attention in recent years. Water–energy, water–food, water–energy–food, water–energy, and climate are the four forms of nexus. This paper examines a variety of methodologies based on their principal objectives and provides a basic overview of a wide range of currently available methods and instruments for analyzing the water–energy–food (WEF) nexus. According to this study, the quantity of studies on the water–energy–food nexus has increased significantly, as the scientific community’s ability to analyze water, food, and energy interlinkages at a greater resolution. The integration and optimization of this multi-centric nexus is explored, with focus on four regions—Asia, Europe, America, and Africa—as a case study. The WEF nexus should be used in case studies to help illustrate its intricacies. Furthermore, this study builds a methodology and frameworks to find study linkages between water, energy, food, and other components, for a nexus analysis and discuss the major challenges and its solutions. This study also includes a scientometric analysis that looks at the countries and keyword mapping. Furthermore, the study is being planned, with an emphasis on quantitative analysis of the water–energy–food nexus which is helpful for the water security at local and global scale. This study aids in the coordination of research efforts to solve the difficult issues in nexus research and create sustainable and adaptable water, energy, and food systems.