Natural resources are becoming scarcer and, together with the growth of the population, a widespread situation of overexploitation is inevitable that has become the biggest challenge for today’s world. In this context, the agri-food sector has a considerable environmental impact in terms of water and energy consumption. For about two decades, the Water–Energy–Food Nexus (WEF) Nexus has been trying to address this problem, focusing on efficient interrelationships among these dimensions. The objective of this work is to analyse the evolution of research on WEF Nexus in the agri-food sector and its development in scientific databases. For that purpose, a bibliometric study was carried out with publications obtained from the Scopus database, examining the main journals, authors, institutions, countries, subject areas, funding sponsors, and keywords. Moreover, a final section is specifically dedicated to the agri-food innovations in WEF Nexus in order to explore innovative aspects to effectively overcome technical barriers that hinder a real implementation of the Nexus approach. The results show that, over the past decade, Nexus research in the agri-food sector has been growing exponentially. The top country in this field is USA, the most studied area is environmental science, and the most relevant keywords are “energy use”, “water budget”, “food security”, “sustainable development”, and “water resources”.