The interconnection of water, energy, and food constitutes a complex and intricate relationship. A comprehensive index system for the water–energy–food (WEF) nexus in the Yellow River Basin (YRB) in Henan Province was formulated utilizing entropy weighting and the analytic hierarchy process. This was carried out to quantify and assess the evolution of the WEF nexus from 2006 to 2020. GeoDetector was employed to ascertain how selected factors influenced the coupled, coordinated growth of the WEF nexus. Three principal findings were revealed in this study. (1) The value of the comprehensive evaluation index of the WEF nexus increased over the study period from 0.2752 to 0.7044, with the degree of coupling coordination expanding from 0.5232 to 0.8361, indicating an overall increasing trend. (2) Significant spatial disparities across the province were detected in the degree of coupling coordination of the WEF nexus. Cities such as Kaifeng, Zhengzhou, and Luoyang had greater degrees of WEF coupling coordination compared to other cities, while Jiyuan demonstrated the least degree of coordination. (3) GeoDetector exhibited that factors like education expenditure, arable land area, and population density individually exerted a strong influence on coupling coordination; the influence of two-factor combinations heightened this effect, and nonlinear relationships between factor pairs further increased the influence. This investigation offers a conceptual structure for planning and implementing high-quality development in the YRB in Henan Province, thus serving as an essential reference for local governmental decision making.