There is a growing interest in the literature on the theme of the water–energy–food nexus, as there is growing recognition that sectors that share natural resources have interdependent and interconnected systems. Despite the widespread popularity of nexus thinking, it still lacks standardized procedures and methodologies to assist in its development. Therefore, this paper proposes, from a literature review, a systematic procedure to assist in the development of management models based on nexus thinking. To this end, 304 papers were analyzed using the following criteria: nexus concept, type of approach, geographic scale, elements in the nexus system, application context, and types of assessment methods and tools. The results of the review served as the basis for determining the procedure, which consisted of four steps: (a) understanding nexus thinking, (b) identification of composing variables, (c) evaluation (diagnosis and prognosis), and (d) decision-making. In addition to the standardization of these steps, the main information used to compose the procedure was organized and synthesized with a mind map.